On the stability of fixed-lag smoothing algorithms

Carl N. Kelly; Brian D.O. Anderson

doi:10.1016/0016-0032(71)90183-9

On the stability of fixed-lag smoothing algorithms

Carl N. Kelly^*, Brian D.O. Anderson

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

35 Citations (Scopus)

Abstract

The stability of fixed-lag smoothers for linear system state estimation is considered. The main result proved is that the smoother is unstable when the usual set of conditions hold which guarantee asymptotic stability of the optimum filter.

Original language	English
Pages (from-to)	271-281
Number of pages	11
Journal	Journal of the Franklin Institute
Volume	291
Issue number	4
DOIs	https://doi.org/10.1016/0016-0032(71)90183-9
Publication status	Published - Apr 1971
Externally published	Yes

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title = "On the stability of fixed-lag smoothing algorithms",

abstract = "The stability of fixed-lag smoothers for linear system state estimation is considered. The main result proved is that the smoother is unstable when the usual set of conditions hold which guarantee asymptotic stability of the optimum filter.",

author = "Kelly, {Carl N.} and Anderson, {Brian D.O.}",

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On the stability of fixed-lag smoothing algorithms

Abstract

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