Finite horizon H/sub /spl infin// fixed-lag smoothing for time-varying continuous systems
In this paper, we aim to solve the long-standing H/sub /spl infin// fixed-lag smoothing problem for time-varying continuous systems. By applying a novel innovation analysis approach in an indefinite linear space, a sufficient and necessary condition for the existence of an H/sub /spl infin// fixed-lag smoother is derived. The H/sub /spl infin// smoother is calculated by performing the linear matrix differential equation and the integral equation.