In this paper,a new approach to H-infinity fixed-lag smoothing is developed by applying the innovation analysis theory.The smoother is derived by resorting to the augmentation state.However,being completely different from the previous work,the augmented state here is considered as just a theoretical mathematical tool for deriving the estimator.A distributed algorithm for the Riccati equation of the augmented system is presented.The calculation of the estimator does not require any augmentation.The comparison of the computation costs between the new approach and previous work is made.The main technique applied in this paper is the re-organized innovation analysis in an indefinite space.
A novel distributed power control algorithm based on interference estimation is presented for wireless cellular system. A classical result of stochastic approximation is applied in this scheme.The power control algorithm is converted to seeking for the zero point problem of a certain function.In this distributed power algorithm, each user iteratively updates its power level by estimating the interference. It does not require any knowledge of the channel gains or state information of other users. Hence, the proposed algorithm is robust. It is proved that the algorithm converges to the optimal solution by stochastic approximation approach.
研究一类连续系统观测时滞的H∞控制问题.基于K re in空间的重组新息分析方法,给出了观测时滞系统H∞输出反馈控制问题的解存在的充要条件.H∞输出反馈控制器依赖于一个倒向R iccati方程和一个正向R iccati方程的解.与传统的方法相比,重组新息分析方法不需要增广系统的维数,从而减少了计算量.仿真例子验证了该方法的有效性.
