On Discrete-Time<tex>H_infty</tex>Fixed-Lag Smoothing

DOI10.1109/TSP.2003.820091MaRDI QIDQ5353969zbMATH OpenOpenAlexFDO

Authors Paolo Bolzern, Patrizio Colaneri, Giuseppe De Nicolao

Publication date 8 September 2017

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tsp.2003.820091

Mathematics Subject Classification ID

(H^infty)-control (93B36) Data smoothing in stochastic control theory (93E14)

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Cited in

(16)

• Fixed lag smoothing of scalar diffusions. Part I. The filtering-smoothing equation
• On the \(H^{\infty}\) fixed-lag smoothing: How to exploit the information preview.
• Algebraic Riccati equation and j-spectral factorization for \(\mathcal H_{\infty}\) estimation
• \(H_{\infty}\) fixed-lag smoothing for discrete linear time-varying systems
• Robust fixed-lag smoothing under model perturbations
• H_ fixed-lag smoothing for linear discrete time-varying systems with uncertain observations
• Robust non-minimal order filter and smoother design for discrete-time uncertain systems
• Design of robust \(H_{\infty }\) filters for a class of uncertain nonlinear neutral stochastic systems with time delays
• A square-root fixed-interval discrete-time smoother
• Application of spectral factorization to the linear discrete-time fixed-point smoothing problem
• Discrete-time complementary models and smoothing
• A unified approach to the finite-horizon linear quadratic optimal control problem*
• Game theory approach to H/sub ∞/-optimal discrete-time fixed-point and fixed-lag smoothing
• Probability-guaranteed \(H_\infty\) finite-horizon filtering for a class of nonlinear time-varying systems with sensor saturations
• A Polynomial Approach to Bias Aware Fixed-Lag Smoothing Problem
• On Geometric and Analytic Constraints in the ${H}^{{\infty} }$ Fixed-Lag Smoothing

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