DocumentCode
3377986
Title
Discrete-time Smoothing Formulas
Author
Einicke, Garry A.
Author_Institution
CSIRO - Exploration & Min., Pullenvale, QLD
fYear
2005
fDate
21-24 Nov. 2005
Firstpage
1
Lastpage
5
Abstract
The paper presents the discrete-time minimum- variance fixed-interval smoother for linear output estimation problems and an extended Kalman smoother for nonlinear problems. The solutions involve a cascade of a Kalman predictor and an adjoint Kalman predictor. Sufficient conditions for the asymptotic convergence of the underlying Riccati equation and optimal smoother performance are developed. Speech enhancement and nonlinear demodulation examples are described which demonstrate that linear and nonlinear smoothers can provide performance benefits.
Keywords
Kalman filters; Riccati equations; smoothing methods; Kalman predictor; Kalman smoother; Riccati equation; discrete-time smoothing formula; linear output estimation; minimum-variance fixed-interval smoother; nonlinear problem; Estimation error; Filtering; Frequency domain analysis; Kalman filters; Mercury (metals); Nonlinear equations; Riccati equations; Smoothing methods; Speech enhancement; Sufficient conditions; Discrete-time smoothing; fixed-interval smoothing; non-causal filtering;
fLanguage
English
Publisher
ieee
Conference_Titel
TENCON 2005 2005 IEEE Region 10
Conference_Location
Melbourne, Qld.
Print_ISBN
0-7803-9311-2
Electronic_ISBN
0-7803-9312-0
Type
conf
DOI
10.1109/TENCON.2005.301074
Filename
4084981
Link To Document