H∞ Fixed-lag smoothing for discrete linear time-varying systems

Automatica

Volumn 41, Issue 5, 2005, Pages 839-846

  Zhang, Huanshui ^a   Xie, Lihua ^b   Soh, Yeng Chai ^b   Zhang, David ^c  

^a HARBIN INSTITUTE OF TECHNOLOGY   (China)

^b NANYANG TECHNOLOGICAL UNIVERSITY   (Singapore)

^c HONG KONG POLYTECHNIC UNIVERSITY   (Hong Kong)

Author keywords

Fixed lag smoothing; H estimation; Innovation; Projection; Riccati difference equation

Indexed keywords

COMPUTATION THEORY; CONTROL THEORY; DIFFERENCE EQUATIONS; ITERATIVE METHODS; MATHEMATICAL MODELS; PARAMETER ESTIMATION; POLYNOMIAL APPROXIMATION; RICCATI EQUATIONS; TIME VARYING SYSTEMS;

FIXED-LEG SMOOTHING; INNOVATION; LINEAR TIME-VARYING SYSTEMS; PROJECTION; RICCATI DIFFERENCE EQUATIONS (RDE);

LINEAR SYSTEMS;

EID: 14844355249     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.automatica.2004.11.028     Document Type: Article

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