Imposing FIR Structure on H2 Preview Tracking and Smoothing Solutions

In this paper we study continuous-time H2 feedforward tracking and estimation problems with FIR (finite impulse response) solutions. Both causal and non-causal solutions are considered. It is shown that these problems can be treated as special cases of static problems in the lifted domain, which, in turn, can be solved in terms of a two-point boundary value (Hamilton-Jacobi) system. This results in fixed dimension, closed-form solutions

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