DocumentCode
810895
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
Volume
18
Issue
1
fYear
1973
fDate
2/1/1973 12:00:00 AM
Firstpage
63
Lastpage
64
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;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1973.1100199
Filename
1100199
Link To Document