• DocumentCode
    3743376
  • Title

    When is preview beneficial?

  • Author

    Maxim Kristalny;Leonid Mirkin

  • Author_Institution
    Faculty of Mechanical Eng., Technion-IIT, Haifa 32000, Israel
  • fYear
    2015
  • Firstpage
    2073
  • Lastpage
    2076
  • Abstract
    We analyze the H2 performance of the fixed-lag smoothing problem when the measurement noise intensity is a function of the smoothing lag (preview window). We derive computable necessary and sufficient conditions on the rate of the measurement noise intensity growth as a function of the smoothing lag, under which minuscule preview improves the estimation performance. A sufficient condition in terms of the spectrum of the associated Kalman filter are also derived.
  • Keywords
    "Smoothing methods","Noise measurement","Estimation","Yttrium","Length measurement","Kalman filters","Laser radar"
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control (CDC), 2015 IEEE 54th Annual Conference on
  • Type

    conf

  • DOI
    10.1109/CDC.2015.7402512
  • Filename
    7402512
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3743376