In this letter, we propose a new H2 smoother (H2S) with a finite impulse response (FIR) structure for discrete-time state-space signal models. This smoother is called an H2 FIR smoother (H2FS). Constraints such as linearity, quasi-deadbeat property, FIR structure, and independence of the initial state information are required in advance to design H2FS that is optimal in the sense of H2 performance criterion. It is shown that H2FS design problem can be converted into the convex programming problem written in terms of a linear matrix inequality (LMI) with a linear equality constraint. Simulation study illustrates that the proposed H2FS is more robust against uncertainties and faster in convergence than the conventional H2S.
The copyright of the original papers published on this site belongs to IEICE. Unauthorized use of the original or translated papers is prohibited. See IEICE Provisions on Copyright for details.
Copy
ChoonKi AHN, "New Quasi-Deadbeat FIR Smoother for Discrete-Time State-Space Signal Models: An LMI Approach" in IEICE TRANSACTIONS on Fundamentals,
vol. E91-A, no. 9, pp. 2671-2674, September 2008, doi: 10.1093/ietfec/e91-a.9.2671.
Abstract: In this letter, we propose a new H2 smoother (H2S) with a finite impulse response (FIR) structure for discrete-time state-space signal models. This smoother is called an H2 FIR smoother (H2FS). Constraints such as linearity, quasi-deadbeat property, FIR structure, and independence of the initial state information are required in advance to design H2FS that is optimal in the sense of H2 performance criterion. It is shown that H2FS design problem can be converted into the convex programming problem written in terms of a linear matrix inequality (LMI) with a linear equality constraint. Simulation study illustrates that the proposed H2FS is more robust against uncertainties and faster in convergence than the conventional H2S.
URL: https://global.ieice.org/en_transactions/fundamentals/10.1093/ietfec/e91-a.9.2671/_p
Copy
@ARTICLE{e91-a_9_2671,
author={ChoonKi AHN, },
journal={IEICE TRANSACTIONS on Fundamentals},
title={New Quasi-Deadbeat FIR Smoother for Discrete-Time State-Space Signal Models: An LMI Approach},
year={2008},
volume={E91-A},
number={9},
pages={2671-2674},
abstract={In this letter, we propose a new H2 smoother (H2S) with a finite impulse response (FIR) structure for discrete-time state-space signal models. This smoother is called an H2 FIR smoother (H2FS). Constraints such as linearity, quasi-deadbeat property, FIR structure, and independence of the initial state information are required in advance to design H2FS that is optimal in the sense of H2 performance criterion. It is shown that H2FS design problem can be converted into the convex programming problem written in terms of a linear matrix inequality (LMI) with a linear equality constraint. Simulation study illustrates that the proposed H2FS is more robust against uncertainties and faster in convergence than the conventional H2S.},
keywords={},
doi={10.1093/ietfec/e91-a.9.2671},
ISSN={1745-1337},
month={September},}
Copy
TY - JOUR
TI - New Quasi-Deadbeat FIR Smoother for Discrete-Time State-Space Signal Models: An LMI Approach
T2 - IEICE TRANSACTIONS on Fundamentals
SP - 2671
EP - 2674
AU - ChoonKi AHN
PY - 2008
DO - 10.1093/ietfec/e91-a.9.2671
JO - IEICE TRANSACTIONS on Fundamentals
SN - 1745-1337
VL - E91-A
IS - 9
JA - IEICE TRANSACTIONS on Fundamentals
Y1 - September 2008
AB - In this letter, we propose a new H2 smoother (H2S) with a finite impulse response (FIR) structure for discrete-time state-space signal models. This smoother is called an H2 FIR smoother (H2FS). Constraints such as linearity, quasi-deadbeat property, FIR structure, and independence of the initial state information are required in advance to design H2FS that is optimal in the sense of H2 performance criterion. It is shown that H2FS design problem can be converted into the convex programming problem written in terms of a linear matrix inequality (LMI) with a linear equality constraint. Simulation study illustrates that the proposed H2FS is more robust against uncertainties and faster in convergence than the conventional H2S.
ER -