Robust generalized H2 smoothing with unbiasedness
S. Bittanti, Francesco Alessandro Cuzzola · 2001
In this paper we pose the smoothing problem in an LMI framework. Our formulation, which refers to linear discrete-time and time-varying systems, is general enough to include the deconvolution problem as a particular case. Furthermore, the so-called singular case is treated as well. The focus is on the forward-backward estimation technique with an H2performance criterion.