Effects of a Partial Lag on the Achievable Performance of the H∞ Fixed-lag Smoothing
نویسندگان
چکیده
The fixed-lag smoothing problem with a partial lag is the problem in which the presence of the smoothing lag is allowed only in a part of estimation channels. This paper studies the effect of a partial smoothing lag on the achievable H ∞ performance in the continuous-time case. In particular, the limit of the achievable performance is established and the saturation of the achievable performance for a finite smoothing lag is analyzed.
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