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

摘要

In this letter, we propose a new H_2 smoother (H2S) with a finite impulse response (FIR) structure for discrete-time state-space signal models. This smoother is called an H_2 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 H_2 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.