Please use this identifier to cite or link to this item:
Title: H∞ fixed-lag smoothing and prediction for linear continous-time systems
Authors: Zhang, H
Zhang, D 
Xie, L
Issue Date: 2003
Source: Proceedings of the American Control Conference, 2003, v. 5, p. 4201-4206 How to cite?
Abstract: This paper addresses the H∞ fixed-lag smoothing and prediction problems for linear continuous-time systems. We first present a solution to the optimal H2 estimation problem for linear continuous-time systems with instantaneous and delayed measurements, It is then shown that the H∞ fixed-lag smoothing and prediction problems can be converted to the latter problem in Krein space. Therefore, the H 2 estimation is extended to give conditions on the existence of a H∞ fixed-lag smoother and predictor based on innovation analysis and projection in Krein space and a solution for H∞ smoother or predictor is given in terms of a Riccati differential equation and matrix differential equations.
Description: 2003 American Control Conference, Denver, CO, 4-6 June 2003
ISSN: 0743-1619
Appears in Collections:Conference Paper

View full-text via PolyU eLinks SFX Query
Show full item record


Last Week
Last month
Citations as of Jan 31, 2019

Page view(s)

Last Week
Last month
Citations as of Feb 18, 2019

Google ScholarTM


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.