Title :
Robust generalized H2 smoothing with unbiasedness
Author :
Bittanti, Sergio ; Cuzzola, Francesco Alessandro
Author_Institution :
Dipt. di Elettron. e Inf., Politec. di Milano, Milan, Italy
Abstract :
In this paper we pose the smoothing problem in an LMI framework. Our formulation, which refers to linear discrete-time and time-varying systems, is general enough to include the deconvolution problem as a particular case. Furthermore, the so-called singular case is treated as well. The focus is on the forward-backward estimation technique with an H2 performance criterion.
Keywords :
H2 filters; deconvolution; discrete time systems; estimation theory; linear matrix inequalities; linear systems; robust control; smoothing methods; H2 performance criterion; LMI framework; deconvolution problem; forward-backward estimation technique; linear discrete-time system; linear time-varying system; robust generalized H2 smoothing with unbiasedness; singular case; smoothing problem; Covariance matrices; Estimation error; Fault detection; Robustness; Smoothing methods; Symmetric matrices; Fault Detection; Filtering; H2 Performance; Smoothing; Unbiasedness;
Conference_Titel :
Control Conference (ECC), 2001 European
Conference_Location :
Porto
Print_ISBN :
978-3-9524173-6-2
