Stable realization of fixed-lag smoothing equations for continuous-time signals

Novel smoother structures are introduced for the optimal fixed-lag smoothing of continuous-time signals in noise. The smoothers have the very desirable property that they are simultaneously realizable, stable in the sense of Lyapunov, and optimal. This is in contrast to those proposed to date which are either optimal and realizable but unstable, realizable and stable but suboptimal, or optimal and stable but unrealizable.