H2 Deconvolution Fixed-Lag Smoothing for Linear Systems with Multiplicative Noises

摘要：

The paper is dealt with theH2 fixed-lag deconvolution smoothing problem for linear systems. The problem is different from the standard H2 deconvolution filter or smoother, since the system is disturbed with multiplicative noises. Furthermore, multiplicative noises both occur in the system state equation and the observation equations. The H2 fixed-lag deconvolution smoother is given by solving Riccati equations and Lyapunov equation based on the projection theorem and innovation analysis. An numerical example is give to show the efficiency of the proposed H2 fixed-lag deconvolution smoother.

关键词： H2 smoothing Fixed-lag smoother Deconvolution Riccati equation

作者: Xiao Lu Xi Wang Haixia Wang

作者单位: Key Laboratory for Robot & Intelligent Technology of Shandong Province, Shandong University of Scien Key Laboratory for Robot & Intelligent Technology of Shandong Province, Shandong University of Scien

会议类型: 国际会议

会议名称: The 31st Chinese Control Conference(第三十一届中国控制会议)

会议地点: 合肥

会议语种:英文

页码: 155-159

在线出版日期: 2012-07-01（万方平台首次上网日期，不代表论文的发表时间）