On the Game Riccati Equations Arising in $H_\infty$ Control Problems
SIAM Journal on Control and Optimization
Unstable and nonproper weights in H∞ control
Automatica (Journal of IFAC)
H∞ deconvolution filtering, prediction, and smoothing: aKrein space polynomial approach
IEEE Transactions on Signal Processing
H∞ fixed-lag smoothing filter for scalarsystems
IEEE Transactions on Signal Processing
Brief paper: H2 control of preview systems
Automatica (Journal of IFAC)
Brief paper: Minimax FIR smoothers for deterministic continuous-time state space models
Automatica (Journal of IFAC)
H2-optimal rejection with preview in the continuous-time domain
Automatica (Journal of IFAC)
| Hi-index | 22.15 |
The problem of the continuous-time H^~ fixed-lag smoothing over the infinite horizon is studied. The first solution to the problem is derived in terms of one algebraic Riccati equation of the same dimension as in the filtering case and the mechanism by which the performance improvements with respect to the H^~ filtering occur is clarified. It is shown that the H^~ smoother exploits the information preview in an ''H^2 manner''.