H∞ SMOOTHER FOR LIPSCHITZ NONLINEAR SYSTEMS

In the present paper, the H ∞ fixed-interval smoothing problem is treated in the context of continuous-time Lipschitz nonlinear systems. The problem is solved by the combination of a forward and a backward H ∞ filters. In order to fulfill this objective, the original H ∞ smoothing problem is split into two subproblems of H ∞ filtering, namely, the H ∞ forward and backward filtering. The solution is obtained in terms of Riccati equations. The proposed approach shows its efficiency on a synthetic example.