Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/1206
Title: Necessary and sufficient condition for finite horizon H[sub ∞] estimation of time delay systems
Authors: Zhang, Huanshui
Zhang, David D.
Xie, Lihua
Subjects: Boundary conditions
Costs
Error analysis
Matrix algebra
Partial differential equations
Problem solving
Random processes
Riccati equations
Theorem proving
Issue Date: 2003
Publisher: IEEE
Source: 42nd IEEE Conference on Decision and Control : December 9-12, 2003, Maui, Hawaii, USA : proceedings, v. 6, p. 5735-5740.
Abstract: This paper is concerned with the problems of finite horizon H[sub ∞] filtering, prediction and fixed-lag smoothing for linear continuous-time systems with multiple delays. By applying an innovation approach in Krein space, a necessary and sufficient condition for the existence of an H[sub ∞] filter, predictor or smoother is derived. The estimator is given in terms of the solution of a partial differential equation with boundary conditions. The innovation approach in Krein space enables us to convert the very complicated deterministic estimation problem into a stochastic one to which a simple H₂ innovation analysis method can be adapted. The result of this paper demonstrates that the Krein space approach is powerful in solving otherwise very complicated H∞ problems. Our result is in contrast with many recent sufficient conditions for H[sub ∞] filtering of delay systems.
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Type: Conference Paper
URI: http://hdl.handle.net/10397/1206
ISBN: 0-7803-7924-1
Appears in Collections:COMP Conference Papers & Presentations

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