A New Approach to H/spl infin/ Deconvolution Filtering

Author

Lu, Xiao ; Zhang, Huanshui ; Wang, Wei ; Zhang, Chenghui

Author_Institution

Res. Center of Inf. & Control, Dalian Univ. of Technol.

fYear

2006

fDate

14-16 June 2006

Firstpage

5644

Lastpage

5649

Abstract

The paper is concerned with the finite horizon white noise deconvolution problem in an H_infin setting for a linear time-varying discrete-time system described by state space model. A new approach to the problem is presented by introducing Krein space. The solution to the H_infin white noise smoother is given in terms of solutions to Riccati equations. More importantly, the presented approach in the paper can be applied to solve the more complicated problems such as H_infin white noise fixed-lag smoothing and many practical problems

Keywords

H^infin control; Riccati equations; deconvolution; discrete time systems; filtering theory; linear systems; state-space methods; time-varying systems; white noise; H_infin deconvolution filtering; Krein space; Riccati equations; finite horizon white noise deconvolution problem; linear time-varying discrete-time system; state space model; Control systems; Deconvolution; Filtering; Hydrogen; Nonlinear filters; Polynomials; Riccati equations; State-space methods; Time varying systems; White noise;

fLanguage

English

Publisher

ieee

Conference_Titel

American Control Conference, 2006

Conference_Location

Minneapolis, MN

Print_ISBN

1-4244-0209-3

Electronic_ISBN

1-4244-0210-7

Type

conf

DOI

10.1109/ACC.2006.1657623

Filename

1657623