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On the stability of fixed-lag smoothing algorithms

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Date

1971

Authors

Kelly, Carl N.
Anderson, Brian D.O.

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Abstract

The stability of fixed-lag smoothers for linear system state estimation is considered. The main result proved is that the smoother is unstable when the usual set of conditions hold which guarantee asymptotic stability of the optimum filter.

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https://hdl.handle.net/1885/733802719

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ANU Research Publications

Source

Journal of the Franklin Institute

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Journal article

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Publication

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DOI

10.1016/0016-0032(71)90183-9

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