Yet another discrete-time H-infinity smoothing solution

Gjerrit Meinsma, Leonid Mirkin

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    Abstract

    A solution of the discrete H-infinity smoothing problem is presented that lends itself well for generalization to sampled-data problems. The solution is complete and requires two sign-definite spectral factoriza- tions and one Nehari extension problem. A state-space equivalent is derived that is believed to be minimal.
    Original languageUndefined
    Title of host publicationProceedings of the 20th International Symposium on Mathematical Theory of Networks and Systems, MTNS 2012
    Place of PublicationMelbourne
    PublisherThink Business Events
    Pages179
    Number of pages8
    ISBN (Print)978-0-646-58062-3
    Publication statusPublished - Jul 2012
    Event20th International Symposium on Mathematical Theory of Networks and Systems, MTNS 2012 - Melbourne, Australia
    Duration: 9 Jul 201213 Jul 2012
    Conference number: 20

    Publication series

    Name
    PublisherThink Business Events

    Conference

    Conference20th International Symposium on Mathematical Theory of Networks and Systems, MTNS 2012
    Abbreviated titleMTNS
    CountryAustralia
    CityMelbourne
    Period9/07/1213/07/12

    Keywords

    • Optimal filtering
    • EWI-22851
    • METIS-296204
    • Robust control
    • IR-83492

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