• DocumentCode
    808563
  • 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
  • Volume
    17
  • Issue
    3
  • fYear
    1972
  • fDate
    6/1/1972 12:00:00 AM
  • Firstpage
    387
  • Lastpage
    388
  • 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;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1972.1099968
  • Filename
    1099968
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=808563