Abstract
The problem of estimating an analog signal from its noisy sampled measurements is studied in the L-infinity (induced L2-norm) framework. The main emphasis is placed on relaxing causality requirements. Namely, it is assumed that l future measurements are available to the estimator, which corresponds to the fixed-lag smoothing formulation. A closed-form solution to the problem is derived. The solution has the complexity of O(l) and is based on two discrete algebraic Riccati equations, whose size does not depend on the smoothing lag l.
Original language | Undefined |
---|---|
Title of host publication | Proceedings of the 20th International Symposium on Mathematical Theory of Networks and Systems, MTNS 2012 |
Place of Publication | Melbourne |
Publisher | Think Business Events |
Pages | 180 |
Number of pages | 8 |
ISBN (Print) | 978-0-646-58062-3 |
Publication status | Published - Jul 2012 |
Event | 20th International Symposium on Mathematical Theory of Networks and Systems, MTNS 2012 - Melbourne, Australia Duration: 9 Jul 2012 → 13 Jul 2012 Conference number: 20 |
Publication series
Name | |
---|---|
Publisher | Think Business Events |
Conference
Conference | 20th International Symposium on Mathematical Theory of Networks and Systems, MTNS 2012 |
---|---|
Abbreviated title | MTNS |
Country/Territory | Australia |
City | Melbourne |
Period | 9/07/12 → 13/07/12 |
Keywords
- EWI-22850
- Fixed-lag smoothing
- Generalized hold functions
- IR-83491
- L-infinity optimization
- Signal reconstruction
- METIS-296203
- Sampled-data systems