When does the $H^\infty$ fixed-lag smoothing performance saturates?


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Mirkin, Leonid and Meinsma, Gjerrit (2002) When does the $H^\infty$ fixed-lag smoothing performance saturates? In: 15th IFAC World Congress, 21-26 July 2002, Barcelona, Spain (pp. pp. 3002-3007).

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Abstract:A notable difference between the $H^2$ and $H^\infty$ smoothing is that the achievable performance in the latter problem might �saturate� as the function of the smoothing lag in the sense that there might exist a finite smoothing lag for which the achievable performance level is the same as for the infinite smoothing lag. In this note necessary and sufficient conditions under which such a saturation occurs are derived. In particular, it is shown that the $H^\infty$ performance saturates only if the $H^\infty$ norm of the optimal error system is achieved at the infinite frequency, i.e., if the worst case disturbance for the infinite smoothing lag case can be arbitrarily fast and thus in a sense unpredictable.
Item Type:Conference or Workshop Item
Copyright:© 2002 IFAC
Faculty:
Electrical Engineering, Mathematics and Computer Science (EEMCS)
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Link to this item:http://purl.utwente.nl/publications/69139
Official URL:http://www.ifac-papersonline.net/Detailed/26722.html
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