Title :
Outline designs for stable continuous-time fixed-lag smoothers
Author :
Chirarattananon, S. ; Anderson, B.D.O.
Author_Institution :
University of Newcastle, Department of Electrical Engineering, Newcastle, Australia
Abstract :
Three basic methods for constructing suboptimal continuous-time linear fixed-lag smoothers are described. In contrast to the optimal smoother, all the suboptimal smoothers are stable. The degree of complexity allowed in the suboptimal smoothers determines how closely they perform to the limit obtainable from the theoretical optimal linear fixed-lag smoother.
Keywords :
filtering and prediction theory; linear systems; continuous time; designs; fixed lag; linear; smoothers; stable; suboptimal;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19720194
