H[sub ∞] fixed-lag smoothing and prediction for linear continous-time systems

Zhang, H; Zhang, DD; Xie, L

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

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