Title :
On the stability of a fixed lag smoother
Author :
Biswas, K.K. ; Mahalanabis, A.K.
Author_Institution :
Indian Institute of Technology, New Delhi, India
fDate :
2/1/1973 12:00:00 AM
Abstract :
The aim of this correspondence is to show that the fixed lag smoothing algorithm reported earlier by the authors is asymptotically stable and is computationally better than the other stable smoothers reported recently.
Keywords :
Asymptotic stability; Linear systems, time-varying discrete-time; Smoothing methods; State estimation; Asymptotic stability; Eigenvalues and eigenfunctions; Equations; Filters; Gaussian noise; Smoothing methods;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1973.1100199
