RISK-SENSITIVE FIXED-POINT SMOOTHING ESTIMATION FOR LINEAR DISCRETE-TIME SYSTEMS WITH MULTIPLE OUTPUT DELAYS

This paper investigates the risk-sensitive fixed-point smoothing estimation for hnear omcrete-time systems with multiple time-delay measurements. The problem considered can be converted into an optimization one in indefinite space. Then the risk-sensitive fixed-point smoother is obtained by solving the optimization problem via innovation analysis theory in indefinite space. Necessary and sufficient conditions guaranteeing the existence of the risk-sensitive smoother are also given when the risk-sensitive parameter is negative. Compared with the conventional approach, a significant advantage of presented approach is that it provides less computational cost.