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Title: Finite horizon H[sub ∞] fixed-lag smoothing for time-varying continuous systems
Authors: Zhang, H
Zhang, DD 
Issue Date: Sep-2004
Source: IEEE transactions on circuits and systems. II, Express briefs, Sept. 2004, v. 51, no. 9, p. 496-499
Abstract: In this paper, we aim to solve the long-standing H∞ fixed-lag smoothing problem for time-varying continuous systems. By applying a novel innovation analysis approach in an indefinite linear space, a sufficient and necessary condition for the existence of an H[sub ∞] fixed-lag smoother is derived. The H[sub ∞] smoother is calculated by performing the linear matrix differential equation and the integral equation.
Keywords: Continuous-time systems
Fixed-lag smoothing
H∞
Innovation approach
Time varying
Publisher: Institute of Electrical and Electronics Engineers
Journal: IEEE transactions on circuits and systems. II, Express briefs 
ISSN: 1549-7747
EISSN: 1558-3791
DOI: 10.1109/TCSII.2004.832771
Rights: © 2004 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.
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