On smoothing in linear discrete systems with time delays†
作者:
ROLAND PRIEMER,
ANDRÉG. VACROUX,
期刊:
International Journal of Control
(Taylor Available online 1971)
卷期:
Volume 13,
issue 2
页码: 299-303
ISSN:0020-7179
年代: 1971
DOI:10.1080/00207177108931945
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
An algorithm is presented for optimal linear fixed-point and fixed-lag smoothing in non-stationary linear discrete systems with multiple time delays. Relations derived previously in the problem of filtering are used directly to obtain the fixed-point and fixed-lag smoothing filters. The smoothing error covariance matrix is obtained via a recursive matrix equation. For the particular case of systems without delay terms, the algorithm defines new smoothing procedures.
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