Title :
On stable, forward, filtering and fixed-lag smoothing in a class of systems with time delays
Author :
Repperger, D.W. ; Koivo, A.J.
Author_Institution :
Wright Patterson AFB, Dasyton OH, USA
fDate :
6/1/1974 12:00:00 AM
Abstract :
The problem of optimal estimation (filtering and fixed-lag smoothing) for linear continuous time systems containing multiple time delays can be considerably simplified in the absence of state excitation noise. The optimal filter and fixed-lag smoother can be computed forward in time and are asymptotically stable.
Keywords :
Delay systems; Filtering; Linear systems, time-varying continuous-time; Smoothing methods; State estimation; Automatic control; Delay effects; Delay estimation; Differential equations; Filtering; Gaussian noise; Nonlinear filters; Partial differential equations; Smoothing methods; State estimation;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1974.1100542
