An innovation approach to H∞ prediction for continuous-time systems with application to systems with delayed measurements

Automatica

Volumn 40, Issue 7, 2004, Pages 1253-1261

  Zhang, Huanshui ^a,b   Zhang, David ^a   Xie, Lihua ^c  

^a HONG KONG POLYTECHNIC UNIVERSITY   (Hong Kong)

^b HARBIN INSTITUTE OF TECHNOLOGY   (China)

^c NANYANG TECHNOLOGICAL UNIVERSITY   (Singapore)

Author keywords

Continuous time systems; Delayed systems; H prediction; Innovation analysis; Riccati equations

Indexed keywords

COMPUTATIONAL COMPLEXITY; DIFFERENTIAL EQUATIONS; FORECASTING; MATRIX ALGEBRA; OPTIMIZATION; PROBLEM SOLVING;

CONTINUOUS-TIME SYSTEMS; DELAYED SYSTEM; INNOVATION ANALYSIS; RICCATI EQUATION;

LINEAR CONTROL SYSTEMS;

EID: 2442541007     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.automatica.2004.02.016     Document Type: Article

References (15)

1. ∞ optimal control and related minimax design problems: A dynamic game approach:1991;Birkhauser, Berlin.
2. ∞ observer design for time-delay systems. In Proceedings of the 37th IEEE conference on decision control, December 1998. Tampa, FL (pp. 4545-4546).
3. ∞ filter design for linear time delay systems IEEE Transactions on Signal Processing. 49(11):2001;2839- 2843.
4. ∞ theories. SIAM studies in applied mathematics series:1998;SIAM, Philadelphia, PA.
5. Istratescu V.I. Inner product structures, theory and applications. Mathematics and its applications. 1987;Reidel, Dordrecht, Holland.
6. Kalman R.E., Bucy R.S. New results in linear filtering and prediction theory. Transactions of ASME, Journal of Basic Engineering Series. 83D:1961;95-108.
7. Kailath T., Sayed A.H., Hassibi B. Linear estimation. 1999;Prentice-Hall, Englewood Cliffs, NJ.
8. Meditch J.S. Stochastic optimal linear estimation and control. 1969;McGraw-Hill, New York.
9. ∞ setting IEEE Transactions on Automatic Control. 36:1991;152-166.
10. ∞ control and estimation problems with delayed measurements State-space solutions SIAM Journal Control Optimal. 35(4):1997;1217-1243.
11. ∞ filtering for continuous-time linear systems with delay IEEE Transactions on Automatic Control. 44:1999;1412-1417.
12. 2 control problem Automatica. 29(2):1993;373-385.
13. ∞ control and filtering for sampled-data systems IEEE Transactions on Automatic Control. 38:1993;1162-1175.
14. ∞ estimation. In: Proceedings of the 40th IEEE conference on decision control, December 2001.
15. Zhang, H., Zhang, D., & Xie, L. (2003). H infinity fixed-lag smoothing and prediction for linear continuous-time systems. American control conference, Denver, June, 2003.