STABLE FIXED-LAG SMOOTHING OF CONTINUOUS-TIME PROCESSES

被引：8

作者：

CHIRARAT.S ^{[1
]}

ANDERSON, BD ^{[1
]}

机构：

[1] UNIV NEWCASTLE, DEPT ELECT ENGN, NEWCASTLE, NEW S WALES, AUSTRALIA

来源：

IEEE TRANSACTIONS ON INFORMATION THEORY | 1974年 / 20卷 / 01期

关键词：

D O I：

10.1109/TIT.1974.1055170

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

页码：25 / 36

页数：12

共 20 条

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ANDERSON, BD .

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[2] NEW LINEAR SMOOTHING FORMULAS [J].

ANDERSON, BD ;

CHIRARAT.S .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1972, AC17 (01) :160-&

[3] PROPERTIES OF OPTIMAL LINEAR SMOOTHING [J].

ANDERSON, BD .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1969, AC14 (01) :114-&

[4]

ANDERSON BDO, 1971, ELECTRON LETT, V7

[5] FIXED-LAG SMOOTHER AS A STABLE FINITE-DIMENSIONAL LINEAR SYSTEM [J].

CHIRARATTANANON, S ;

ANDERSON, BD .

AUTOMATICA, 1971, 7 (06) :657-+

[6] AN INNOVATIONS APPROACH TO LEAST-SQUARES ESTIMATION .I. LINEAR FILTERING IN ADDITIVE WHITE NOISE [J].

KAILATH, T .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1968, AC13 (06) :646-+

[7] AN INNOVATIONS APPROACH TO LEAST-SQUARES ESTIMATION .2. LINEAR SMOOTHING IN ADDITIVE WHITE NOISE [J].

KAILATH, T ;

FROST, P .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1968, AC13 (06) :655-&

[8]

Kalman R.E., 1960, J BASIC ENG-T ASME, V82, P35, DOI DOI 10.1115/1.3662552

[9]

Kalman R.E., 1961, J BASIC ENG-T ASME, V83, P95, DOI [10.1115/1.3658902, DOI 10.1115/1.3658902]

[10]

KALMAN RE, 1961, P S ENG APPL PROBABI

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