Risk-sensitive fixed-point smoothing estimation for linear output time-delay systems

The paper investigates the fixed-point smoothing problem with risk-sensitive criterion for linear discrete-time systems with multiple time-delay measurements. The problem considered can be converted into an optimization one. The risk-sensitive fixed-point smoother is designed by solving the optimization problem with the help of innovation analysis theory in Krein space. At the same time, a necessary and sufficient condition for the existence of the risk-sensitive smoother will also be given when the risk-sensitive parameter is negative.