DocumentCode
812441
Title
Fixed-point smoothing with a measurement process initiated a posteriori
Author
Priemer, R.
Author_Institution
Illinois Institute of Technology, Chicago, IL, USA
Volume
18
Issue
4
fYear
1973
fDate
8/1/1973 12:00:00 AM
Firstpage
396
Lastpage
397
Abstract
For discrete linear stochastic systems, a fixed-point smoothing algorithm is given to obtain optimal estimates of the state of the system at time 
( 
fixed) when noisy linear measurements of the state are not available until the time 
. An example is included to illustrate smoothing degradation as ( 
) increases.
( fixed) when noisy linear measurements of the state are not available until the time . An example is included to illustrate smoothing degradation as ( ) increases.Keywords
Linear systems, time-varying discrete-time; Smoothing methods; Colored noise; Covariance matrix; Delay estimation; Electrons; Linear systems; Optimal control; Smoothing methods; Stability; Time measurement; Velocity measurement;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1973.1100344
Filename
1100344
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