DocumentCode
800500
Title
The optimum linear smoother as a combination of two optimum linear filters
Author
Fraser, Dan ; Potter, James E.
Author_Institution
Massachusetts Institute of Technology, Cambridge, MA, USA
Volume
14
Issue
4
fYear
1969
fDate
8/1/1969 12:00:00 AM
Firstpage
387
Lastpage
390
Abstract
A solution to the optimum linear smoothing problem is presented in which the smoother is interpreted as a combination of two optimum linear filters. This result is obtained from the well-known equation for the maximum likelihood combination of two independent estimates and equivalence to previous formulations is demonstrated. Forms of the solution which are convenient for practical computation are developed.
Keywords
Optimal control; Smoothing methods; Automatic control; Delay effects; Delay estimation; Equations; Maximum likelihood detection; Noise measurement; Nonlinear filters; Standards development; State estimation; Stochastic processes;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1969.1099196
Filename
1099196
Link To Document