This paper investigates the risk-sensitive fixed-point smoothing estimation for hnear omcrete-time systems with multiple time-delay measurements. The problem considered can be converted into an optimization one in ind...This paper investigates the risk-sensitive fixed-point smoothing estimation for hnear omcrete-time systems with multiple time-delay measurements. The problem considered can be converted into an optimization one in indefinite space. Then the risk-sensitive fixed-point smoother is obtained by solving the optimization problem via innovation analysis theory in indefinite space. Necessary and sufficient conditions guaranteeing the existence of the risk-sensitive smoother are also given when the risk-sensitive parameter is negative. Compared with the conventional approach, a significant advantage of presented approach is that it provides less computational cost.展开更多
基金supported by the National Natural Science Foundations of China under Grant Nos.61273124,61174141China Postdoctoral Science Foundation under Grant No.2011M501132+2 种基金Special Funds for Postdoctoral Innovative Projects of Shandong Province under Grant No.201103043Doctoral Foundation of Taishan University under Grant No.Y11-2-02A Project of Shandong Province Higher Education Science and Technology Program under Grant No.J12LN90
文摘This paper investigates the risk-sensitive fixed-point smoothing estimation for hnear omcrete-time systems with multiple time-delay measurements. The problem considered can be converted into an optimization one in indefinite space. Then the risk-sensitive fixed-point smoother is obtained by solving the optimization problem via innovation analysis theory in indefinite space. Necessary and sufficient conditions guaranteeing the existence of the risk-sensitive smoother are also given when the risk-sensitive parameter is negative. Compared with the conventional approach, a significant advantage of presented approach is that it provides less computational cost.
