• DocumentCode
    842579
  • Title

    Sample function properties of a class of smoothed estimates

  • Author

    Weinert, Howard L.

  • Author_Institution
    John Hopkins University, Baltimore, MD, USA
  • Volume
    28
  • Issue
    7
  • fYear
    1983
  • fDate
    7/1/1983 12:00:00 AM
  • Firstpage
    803
  • Lastpage
    805
  • 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;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1983.1103314
  • Filename
    1103314
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=842579