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New Quasi-Deadbeat FIR Smoother for Discrete-Time State-Space Signal Models: An LMI Approach

ChoonKi AHN

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Summary :

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.

Publication
IEICE TRANSACTIONS on Fundamentals Vol.E91-A No.9 pp.2671-2674
Publication Date
2008/09/01
Publicized
Online ISSN
1745-1337
DOI
10.1093/ietfec/e91-a.9.2671
Type of Manuscript
LETTER
Category
Digital Signal Processing

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