Abstract
In this letter, we propose a new H2 smoother (H2S) with a finite impulse response (FIR) structure for discrete-time state-space signal models. This smoother is called an H2 FIR smoother (H2FS). Constraints such as linearity, quasi-deadbeat property, FIR structure, and independence of the initial state information are required in advance to design H2FS that is optimal in the sense of H2 performance criterion. It is shown that H2FS design problem can be converted into the convex programming problem written in terms of a linear matrix inequality (LMI) with a linear equality constraint. Simulation study illustrates that the proposed H2FS is more robust against uncertainties and faster in convergence than the conventional H2S.
