Fixed-point smoothing for linear discrete-time systems with multiple delayed measurements

This paper investigates the fixed-point smoothing problems for linear time-delay systems. The linear systems have l + 1 output channels. One is instantaneous observation and the others are delayed. The fixed-point smoothers involving recursive algorithm and non-recursive algorithm are designed by using reorganized innovation analysis approach without relying on the system augmentation. It is further shown that the deign of fixed-point smoother finally comes down to solving l+1 Riccati equations with the same dimensions as the original systems.