Fixed-Interval Smoothing for Linear Impulsive Systems with a Class of H<sub>∞</sub> Criteria

Abstract

In this paper we study the H∞ smoothing problem for a class of linear continuous-time systems with impulsive effects and Gaussian white noises. We adopt the forward-backward filtering theory as a solution of this problem. Two types of Riccati differential equations depend on the H∞ bound, i.e., γ value. The theory presented in this paper can be restricted to the one for discrete-time systems. Finally we give numerical examples.