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Discrete-time estimation in continuous-time communication systems

✍ Scribed by Per Hedelin


Publisher
Elsevier Science
Year
1978
Tongue
English
Weight
720 KB
Volume
14
Category
Article
ISSN
0005-1098

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✦ Synopsis


An investigation of sampled estimators as an alternative to continuous-time Kalman filters and smoothers reveals the importance of a pre-sampler filter, the optimal sample rate for smoothers, the small number of lags required to approach ideal i~nite-lag smoothing, and the much lower sample rate acceptable for smoothing compared with filtering.


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