摘要
This paper investigates the risk-sensitive fixed-point smoothing estimation for hnear omcrete-time systems with multiple time-delay measurements. The problem considered can be converted into an optimization one in indefinite space. Then the risk-sensitive fixed-point smoother is obtained by solving the optimization problem via innovation analysis theory in indefinite space. Necessary and sufficient conditions guaranteeing the existence of the risk-sensitive smoother are also given when the risk-sensitive parameter is negative. Compared with the conventional approach, a significant advantage of presented approach is that it provides less computational cost.
基金
supported by the National Natural Science Foundations of China under Grant Nos.61273124,61174141
China Postdoctoral Science Foundation under Grant No.2011M501132
Special Funds for Postdoctoral Innovative Projects of Shandong Province under Grant No.201103043
Doctoral Foundation of Taishan University under Grant No.Y11-2-02
A Project of Shandong Province Higher Education Science and Technology Program under Grant No.J12LN90
