Outline designs for stable continuous-time fixed-lag smoothers

S. Chirarattananon; B. D.O. Anderson

doi:10.1049/el:19720194

Outline designs for stable continuous-time fixed-lag smoothers

S. Chirarattananon
, B. D.O. Anderson

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

6 Citations (Scopus)

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.

Original language	English
Pages (from-to)	263-264
Number of pages	2
Journal	Electronics Letters
Volume	8
Issue number	10
DOIs	https://doi.org/10.1049/el:19720194
Publication status	Published - 18 May 1972
Externally published	Yes

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title = "Outline designs for stable continuous-time fixed-lag smoothers",

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",

author = "S. Chirarattananon and Anderson, \{B. D.O.\}",

year = "1972",

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doi = "10.1049/el:19720194",

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T1 - Outline designs for stable continuous-time fixed-lag smoothers

AU - Chirarattananon, S.

AU - Anderson, B. D.O.

PY - 1972/5/18

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N2 - 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.

AB - 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.

KW - Filtering and prediction theory

KW - Linear systems

UR - https://www.scopus.com/pages/publications/0015346725

U2 - 10.1049/el:19720194

DO - 10.1049/el:19720194

M3 - Article

AN - SCOPUS:0015346725

SN - 0013-5194

VL - 8

SP - 263

EP - 264

JO - Electronics Letters

JF - Electronics Letters

IS - 10

ER -

Outline designs for stable continuous-time fixed-lag smoothers

Abstract

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