Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/30603
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
URI: http://hdl.handle.net/10397/30603
ISSN: 0743-1619
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