Optimal fixed lag smoothing for time delayed system with colored noise
- 1 June 1972
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 17 (3), 387-388
- https://doi.org/10.1109/tac.1972.1099968
Abstract
The aim of this note is to report an algorithm for the fixed lag smoothing problem of a time delayed system whose observations contain colored noise. This is derived by looking at the appropriate components of a filtering algorithm for a nontime delayed higher dimensional system.Keywords
This publication has 5 references indexed in Scilit:
- On smoothing in linear discrete systems with time delays†International Journal of Control, 1971
- A note on the maximum likelihood state estimation of linear discrete systems with multiple time delaysIEEE Transactions on Automatic Control, 1971
- Estimation in linear discrete systems with multiple time delaysIEEE Transactions on Automatic Control, 1969
- On the linear smoothing problemIEEE Transactions on Automatic Control, 1969
- Linear filtering for time-varying systems using measurements containing colored noiseIEEE Transactions on Automatic Control, 1965