When Does the H Fixed-lag Smoothing Performance Saturates?
نویسندگان
چکیده
A notable difference between the H2 and H 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 paper necessary and sufficient conditions under which such a saturation takes place are derived. In particular, it is shown that the H performance saturates only if the H norm of the optimal error system is achieved at the infinite frequency, i.e., if the worst case disturbance is “infinitely fast” and thus in a sense unpredictable. Copyright c © 2002 IFAC
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