Effects of a Partial Lag on the Achievable Performance of the H∞Fixed-Lag Smoothing

The fixed-lag smoothing problem with a partial lag is the problem in which the presence of the smoothing lag is allowed only in a part of estimation channels. This paper studies the effect of a partial smoothing lag on the achievable H^∞performance in the continuous-time case. In particular, the limit of the achievable performance is established and the saturation of the achievable performance for a finite smoothing lag is analyzed.