H//sub∞/ fixed-lag smoothing for descriptor systems

Abstract

In this paper, we study the finite horizon H/sub /spl infin// fixed-lag smoothing problem for linear descriptor systems. The key approach applied for deriving the H/sub /spl infin// fixed-lag smoother is the re-organization innovation analysis in Krein space. Under the Krein space, the H/sub /spl infin// fixed-lag smoothing is converted into an H/sub 2/ estimation problem for the system with current and delayed measurements. By using innovation re-organization approach, the H/sub 2/ estimation with delayed measurements is transformed into a problem of delay-free measurements and thus a simple solution to H/sub /spl infin// smoothing is given.