Title :
Estimation in linear time-delay system with coloured observation noise
Author_Institution :
Sir George Williams University, Department of Electrical Engineering, Montreal, Canada
Abstract :
A sequential fixed-lag smoothing algorithm is derived here for linear systems, when it is assumed that the measurements contain the sum of signals with known time delays and are corrupted by coloured noise. The innovations approach is used to derive the algorithm that is suitable for online computations.
Keywords :
delays; linear systems; noise; signal processing; delays; linear systems; noise; signal processing;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19730001
