Title :
Stable continuous-time fixed-lag smoothers for stationary random processes
Author :
Meditch, James S.
Author_Institution :
University of Washington, Seattle, WA, USA
fDate :
4/1/1979 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1979.1102012
