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Outline designs for stable continuous-time fixed-lag smoothers

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Date

1972-05-18

Authors

Chirarattananon, S.
Anderson, B. D.O.

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Research Projects

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Abstract

Three basic methods for constructing suboptimal continuous-time linear fixed-lag smoothers are described. In contrast to the optimal smoother, all the suboptimal smoothers are stable. The degree of complexity allowed in the suboptimal smoothers determines how closely they perform to the limit obtainable from the theoretical optimal linear fixed-lag smoother.

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Keywords

Filtering and prediction theory, Linear systems

Citation

URI

https://hdl.handle.net/1885/733803101

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ANU Research Publications

Source

Electronics Letters

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Journal article

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Publication

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DOI

10.1049/el:19720194

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