A Frequency-Domain Solution to the Sampled-Data H2Smoothing Problem

This paper studies the sampled-data H2smoothing problem. Using the compact representation of the lifted transfer functions introduced in the companion paper [12], a frequency-domain approach is used to solve the problem in the lifted domain. The resulting estimators have the structure of the cascade of a linear discrete time-invariant smoother and a generalized hold D/A converter.

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