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dc.contributorDepartment of Computing-
dc.creatorZhang, H-
dc.creatorZhang, DD-
dc.creatorXie, L-
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.rightsThis 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.subjectDifferential equationsen_US
dc.subjectMatrix algebraen_US
dc.subjectParameter estimationen_US
dc.subjectProblem solvingen_US
dc.subjectRiccati equationsen_US
dc.subjectStochastic control systemsen_US
dc.titleH[sub ∞] fixed-lag smoothing and prediction for linear continous-time systemsen_US
dc.typeConference Paperen_US
dc.description.otherinformationAuthor name used in this publication: David Zhangen_US
dcterms.abstractThis 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.accessRightsopen accessen_US
dcterms.bibliographicCitationProceedings of the 2003 American Control Conference : June 4-6, 2003, Denver, Colorado, USA, v. 5, p. 4201-4206-
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