DESIGN PROCEDURE FOR STABLE SUBOPTIMAL FIXED LAG SMOOTHERS.

Abstract

A procedure is presented for designing stable suboptimal fixed-lag smoothers for the continuous-time linear gaussian problem. Apart from incorporating an ideal delay, the smoothers are finite-dimensional. The design procedure involves the approximation by a very straightforward procedure of a matrix impulse response of compact support by a matrix impulse response with a rational and stable Laplace transform. The approximation procedure involves studying the pole-zero pattern of transfer functions derivable from the transfer function matrix being approximated. Show more