Title :
When should smoothing cease?
Author :
Kalata, Paul R. ; Priemer, Roland
Author_Institution :
Illinois Institute of Technology, Chicago, Ill.
Abstract :
Error entropy estimation principles are used to analyze the smoothing problem for linear discrete time systems. Using information-theoretic concepts, a smoothing rate upper bound formula is developed which is considerably simpler to use than determining smoothing effectiveness by the optimal mean-square-error smoothing algorithm.
Keywords :
Entropy; Filters; Frequency; Recursive estimation; Sampling methods; Smoothing methods; State estimation; Switches; Transfer functions; Upper bound;
Journal_Title :
Proceedings of the IEEE
DOI :
10.1109/PROC.1974.9616
