The fixed-lag smoother as a stable finite-dimensional linear system

S. Chirarattananon; B. D.O. Anderson

doi:10.1016/0005-1098(71)90004-5

The fixed-lag smoother as a stable finite-dimensional linear system

S. Chirarattananon^*, B. D.O. Anderson

^*Corresponding author for this work

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

30 Citations (Scopus)

Abstract

The optimal fixed-lag smoother is studied, and viewed as a finite-dimensional linear system. This allows construction of a stable smoother algorithm, though hitherto only unstable algorithms have been published. Further, the complexity of the smoother can be quantitatively examined, and design criteria suggested for the choice of lag interval. Practical implementation of the smoother is discussed.

Original language	English
Pages (from-to)	657-669
Number of pages	13
Journal	Automatica
Volume	7
Issue number	6
DOIs	https://doi.org/10.1016/0005-1098(71)90004-5
Publication status	Published - Nov 1971
Externally published	Yes

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title = "The fixed-lag smoother as a stable finite-dimensional linear system",

abstract = "The optimal fixed-lag smoother is studied, and viewed as a finite-dimensional linear system. This allows construction of a stable smoother algorithm, though hitherto only unstable algorithms have been published. Further, the complexity of the smoother can be quantitatively examined, and design criteria suggested for the choice of lag interval. Practical implementation of the smoother is discussed.",

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

year = "1971",

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AU - Anderson, B. D.O.

PY - 1971/11

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N2 - The optimal fixed-lag smoother is studied, and viewed as a finite-dimensional linear system. This allows construction of a stable smoother algorithm, though hitherto only unstable algorithms have been published. Further, the complexity of the smoother can be quantitatively examined, and design criteria suggested for the choice of lag interval. Practical implementation of the smoother is discussed.

AB - The optimal fixed-lag smoother is studied, and viewed as a finite-dimensional linear system. This allows construction of a stable smoother algorithm, though hitherto only unstable algorithms have been published. Further, the complexity of the smoother can be quantitatively examined, and design criteria suggested for the choice of lag interval. Practical implementation of the smoother is discussed.

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U2 - 10.1016/0005-1098(71)90004-5

DO - 10.1016/0005-1098(71)90004-5

M3 - Article

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VL - 7

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JO - Automatica

JF - Automatica

IS - 6

ER -

The fixed-lag smoother as a stable finite-dimensional linear system

Abstract

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