DocumentCode
920655
Title
Estimation in linear time-delay system with coloured observation noise
Author
Shukla, V.
Author_Institution
Sir George Williams University, Department of Electrical Engineering, Montreal, Canada
Volume
9
Issue
1
fYear
1973
Firstpage
1
Lastpage
2
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;
fLanguage
English
Journal_Title
Electronics Letters
Publisher
iet
ISSN
0013-5194
Type
jour
DOI
10.1049/el:19730001
Filename
4235935
Link To Document