• DocumentCode
    829100
  • Title

    Stable continuous-time fixed-lag smoothers for stationary random processes

  • Author

    Meditch, James S.

  • Author_Institution
    University of Washington, Seattle, WA, USA
  • Volume
    24
  • Issue
    2
  • fYear
    1979
  • fDate
    4/1/1979 12:00:00 AM
  • Firstpage
    335
  • Lastpage
    337
  • Abstract
    We present two infinite-dimensional dynamic representations of fixed-lag smoothers for continuous-time stationary random processes. The representations are stable and provide a natural framework for the study of this class of fixed-lag smoothers from both the theoretical and device technology viewpoints.
  • Keywords
    Kalman filtering; Linear systems, stochastic continuous-time; Smoothing methods; State estimation; Additive noise; Circuit noise; Differential equations; Gaussian noise; Linear systems; Random processes; Stability; Stochastic processes; Stochastic resonance; Stochastic systems;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1979.1102012
  • Filename
    1102012
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=829100