DocumentCode :
812441
Title :
Fixed-point smoothing with a measurement process initiated a posteriori
Author :
Priemer, R.
Author_Institution :
Illinois Institute of Technology, Chicago, IL, USA
Volume :
18
Issue :
4
fYear :
1973
fDate :
8/1/1973 12:00:00 AM
Firstpage :
396
Lastpage :
397
Abstract :
For discrete linear stochastic systems, a fixed-point smoothing algorithm is given to obtain optimal estimates of the state of the system at time 
( 
fixed) when noisy linear measurements of the state are not available until the time 
. An example is included to illustrate smoothing degradation as ( 
) increases.
( fixed) when noisy linear measurements of the state are not available until the time . An example is included to illustrate smoothing degradation as ( ) increases.Keywords :
Linear systems, time-varying discrete-time; Smoothing methods; Colored noise; Covariance matrix; Delay estimation; Electrons; Linear systems; Optimal control; Smoothing methods; Stability; Time measurement; Velocity measurement;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1973.1100344
Filename :
1100344
Link To Document :
