TY - JOUR
T1 - Stable Fixed-Lag Smoothing of Continuous-Time Processes
AU - Chirarattananon, Surapong
AU - Anderson, Brian D.O.
PY - 1974/1
Y1 - 1974/1
N2 - Attempts to realize optimal fixed-lag smoothers for continuous-time processes have encountered two major difficulties: the presence of delay lines in the smoother, and the instability of most smoothers. This paper considers suboptimal smoothers which still outperform filters and have performance very close to the optimum. Design procedures are exhibited for smoothers that are both finite-dimensional and asymptotically stable, with the procedures depending on the delay line being approximated by a finite-dimensional dynamical system.
AB - Attempts to realize optimal fixed-lag smoothers for continuous-time processes have encountered two major difficulties: the presence of delay lines in the smoother, and the instability of most smoothers. This paper considers suboptimal smoothers which still outperform filters and have performance very close to the optimum. Design procedures are exhibited for smoothers that are both finite-dimensional and asymptotically stable, with the procedures depending on the delay line being approximated by a finite-dimensional dynamical system.
UR - http://www.scopus.com/inward/record.url?scp=0015975386&partnerID=8YFLogxK
U2 - 10.1109/TIT.1974.1055170
DO - 10.1109/TIT.1974.1055170
M3 - Article
AN - SCOPUS:0015975386
SN - 0018-9448
VL - 20
SP - 25
EP - 36
JO - IEEE Transactions on Information Theory
JF - IEEE Transactions on Information Theory
IS - 1
ER -