Title :
Sample function properties of a class of smoothed estimates
Author :
Weinert, Howard L.
Author_Institution :
John Hopkins University, Baltimore, MD, USA
fDate :
7/1/1983 12:00:00 AM
Abstract :
The structural properties of sample functions of the solution to the fixed-interval continuous/discrete smoothing problem are examined. It is shown that every sample function has a functional form determined by the poles of the signal model, and a degree of smoothness determined by the relative order of the model.
Keywords :
Linear systems, stochastic; Smoothing methods; Stochastic systems, linear; Control systems; Covariance matrix; Delay effects; Delay estimation; Delay systems; Differential equations; Filtering; Nonlinear filters; Stability; Stochastic systems;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1983.1103314
