SamnmryNThe paper presents a new dynamic fixed-lag smoothing algorithm that is uniformly asymptotically stable under the same conditions which guarantee uniform asymptotic stability of the Kalman filter for the given system. It is shown that the smoothing algorithm obtained through a state augmentat
A distributed algorithm for H-infinity fixed-lag smoothing
β Scribed by Huanshui Zhang; Chenghui Zhang
- Book ID
- 107504479
- Publisher
- South China University of Technology and Academy of Mathematics and Systems Science, CAS
- Year
- 2005
- Tongue
- English
- Weight
- 488 KB
- Volume
- 3
- Category
- Article
- ISSN
- 1672-6340
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The modified Bryson-Frazier fixed interval smoothing algorithm [6], is an addendem to the Kalman filterβ’ This algorithm when applied to the problem of fixedlag smoothing is computationally more efficient than the algorithms recently reported in refs. [1][2][3]. Features of the algorithm are ease of
Kalman filtering is extensively used in estimation techniques. The problem is that one tries to estimate a state based on measures perturbated by noise. However in many applications some time lag can be allowed; this means that this estimate which is called smoothed can be made using a greater amoun