摘要
In this paper, a new approach to H-infinity fixed-lag smoothing is developed by applying the innovation analysis theory. The smoother is derived by resorting to the augmentation state. However, being completely different from the previous work,the augmented state here is considered as just a theoretical mathematical tool for deriving the estimator. A distributed algorithm for the Riccati equation of the augmented system is presented. The calcuhtion of the estimator does not require any augmentation. The comparison of the computation costs between the new approach and previous work is made. The main technique applied in this paper is the re-organized innovation analysis in an indefinite space.
In this paper, a new approach to H-infinity fixed-lag smoothing is developed by applying the innovation analysis theory. The smoother is derived by resorting to the augmentation state. However, being completely different from the previous work,the augmented state here is considered as just a theoretical mathematical tool for deriving the estimator. A distributed algorithm for the Riccati equation of the augmented system is presented. The calcuhtion of the estimator does not require any augmentation. The comparison of the computation costs between the new approach and previous work is made. The main technique applied in this paper is the re-organized innovation analysis in an indefinite space.
基金
The work ofthe first author was supported bythe National Nature Science Foundation of China (No .60174017,60574016) .
