OPTIMUN LINEAR SMOOTHER AS A COMBINATION OF 2 OPTIMUM LINEAR FILTERS

被引：234

作者：

FRASER, DC

POTTER, JE

机构：

[1] Department of Aeronautics and Astronautics, Massachusetts Institute of Technology, Cambridge, Mass.

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1969年 / AC14卷 / 04期

关键词：

D O I：

10.1109/TAC.1969.1099196

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

A solution to the optimum linear smoothing problem is presented in which the smoother is interpreted as a combination of two optimum linear filters. This result is obtained from the well-known equation for the maximum likelihood combination of two independent estimates and equivalence to previous formulations is demonstrated. Forms of the solution which are convenient for practical computation are developed. Copyright © 1969 by The Institute of Electrical and Electronics Engineers, Inc.

引用

页码：387 / &

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[4]

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[5]

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[10]

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