On sub-optimal fixed point and fixed lag smoothing in non-linear systems
作者:
ROLAND PRIEMER,
MICHAEL HUGHES,
期刊:
International Journal of Control
(Taylor Available online 1974)
卷期:
Volume 19,
issue 6
页码: 1117-1127
ISSN:0020-7179
年代: 1974
DOI:10.1080/00207177408932703
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
Algorithms for obtaining sub-optimal filtering, fixed-point smoothing, and fixed-lag smoothing estimates of the state of a non-linear system given noisy discrete time measurements are presented. The filtering problem involves obtaining estimates of the states x(kT) and x((k −1)T), and the smoothing algorithms generate an estimate of the state x((k — N)T) for either (k — N) orNconstant, whereTis the time increment between receiving measurements andk= 0, 1,…, is the discrete time index. An example is included to illustrate the utility of the smoothing algorithms for obtaining estimates superior to filtering results.
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