Please use this identifier to cite or link to this item:
http://hdl.handle.net/10397/1216
DC Field | Value | Language |
---|---|---|
dc.contributor | Department of Computing | - |
dc.creator | Zhang, H | - |
dc.creator | Zhang, DD | - |
dc.creator | Xie, L | - |
dc.date.accessioned | 2014-12-11T08:23:40Z | - |
dc.date.available | 2014-12-11T08:23:40Z | - |
dc.identifier.isbn | 0-7803-7896-2 | - |
dc.identifier.uri | http://hdl.handle.net/10397/1216 | - |
dc.language.iso | en | en_US |
dc.publisher | IEEE | en_US |
dc.rights | © 2003 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. | en_US |
dc.rights | This material is presented to ensure timely dissemination of scholarly and technical work. Copyright and all rights therein are retained by authors or by other copyright holders. All persons copying this information are expected to adhere to the terms and constraints invoked by each author's copyright. In most cases, these works may not be reposted without the explicit permission of the copyright holder. | en_US |
dc.subject | Differential equations | en_US |
dc.subject | Matrix algebra | en_US |
dc.subject | Parameter estimation | en_US |
dc.subject | Problem solving | en_US |
dc.subject | Riccati equations | en_US |
dc.subject | Stochastic control systems | en_US |
dc.title | H[sub ∞] fixed-lag smoothing and prediction for linear continous-time systems | en_US |
dc.type | Conference Paper | en_US |
dc.description.otherinformation | Author name used in this publication: David Zhang | en_US |
dcterms.abstract | This paper addresses the H[sub ∞] 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[sub ∞] fixed-lag smoothing and prediction problems can be converted to the latter problem in Krein space. Therefore, the H₂ estimation is extended to give conditions on the existence of a H[sub ∞] fixed-lag smoother and predictor based on innovation analysis and projection in Krein space and a solution for H[sub ∞] smoother or predictor is given in terms of a Riccati differential equation and matrix differential equations. | - |
dcterms.accessRights | open access | en_US |
dcterms.bibliographicCitation | Proceedings of the 2003 American Control Conference : June 4-6, 2003, Denver, Colorado, USA, v. 5, p. 4201-4206 | - |
dcterms.issued | 2003 | - |
dc.identifier.scopus | 2-s2.0-0142169054 | - |
dc.description.oa | Version of Record | en_US |
dc.identifier.FolderNumber | OA_IR/PIRA | en_US |
dc.description.pubStatus | Published | en_US |
Appears in Collections: | Conference Paper |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
linear-continous-time_03.pdf | 329.72 kB | Adobe PDF | View/Open |
Page views
75
Last Week
1
1
Last month
Citations as of Sep 17, 2023
Downloads
72
Citations as of Sep 17, 2023
SCOPUSTM
Citations
12
Last Week
0
0
Last month
0
0
Citations as of Sep 21, 2023

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