On the representation of optimal fixed-lag smoothers for continuous-time random processes†
作者:
JAMESS. MEDITCH,
期刊:
International Journal of Control
(Taylor Available online 1979)
卷期:
Volume 30,
issue 3
页码: 447-458
ISSN:0020-7179
年代: 1979
DOI:10.1080/00207177908922786
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
Dynamic representations in the form of stable partial differential equations are developed for continuous-time, optimal, fixed-lag smoothing for non-stationary random processes. Previous results for stationary random processes are extended, and suitable finite-dimensional approximations for both the stationary and non-stationary cases are considered. The need for a new device technology which will render continuous-time, fixed-lag smoothing a viable signal processing technique with wide ranging applications in control and communications is discussed.
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