The paper deals with the H ∞ deconvolution fixed-lag smoothing problem for a linear timeinvariant discrete-time system with both known and unknown input series. The H ∞ fixed-lag smoother is derived by proposing a new approach termed as re-organized innovation analysis in Krein space. Under the new approach, it is clearly shown that the central deconvolution smoother in an H ∞ setting is the same as the one in an H 2 setting associated with one self-constructed stochastic state-space model. This insight allows us to calculate the complicated H ∞ deconvolution smoother in an intuitive and simple way. The deconvolution smoother is calculated by performing Riccati equation with the same order as the original system.
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机译：针对具有已知和未知输入序列的线性时不变离散时间系统，研究了H ∞反卷积固定滞后平滑问题。 H ∞固定滞后平滑器是通过提出一种称为Kerin空间中的重组创新分析的新方法得出的。在这种新方法下，清楚地表明，在H ∞设置中的中央反卷积平滑器与在H 2 设置中与一个自构造关联的中央反卷积平滑器相同随机状态空间模型。这种见解使我们能够以直观，简单的方式计算复杂的H ∞反卷积平滑器。反卷积平滑器是通过执行Riccati方程以与原始系统相同的阶数来计算的。
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