Title :
Optimal fixed lag smoothing for time delayed system with colored noise
Author :
Biswas, K.K. ; Mahalanabis, A.K.
Author_Institution :
Indian Institute of Technology, New Delhi, India
fDate :
6/1/1972 12:00:00 AM
Abstract :
The aim of this note is to report an algorithm for the fixed lag smoothing problem of a time delayed system whose observations contain colored noise. This is derived by looking at the appropriate components of a filtering algorithm for a nontime delayed higher dimensional system.
Keywords :
Linear systems, stochastic discrete-time; Smoothing methods; State estimation; Time-delay systems; Colored noise; Delay effects; Delay estimation; Delay systems; Equations; Filtering; Parameter estimation; Smoothing methods; Testing; Time series analysis;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1972.1099968
