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On “cheap smoothing” opportunities in identification of time-varying systems

✍ Scribed by Maciej Niedźwiecki


Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
781 KB
Volume
44
Category
Article
ISSN
0005-1098

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Optimal and suboptimal smoothing algorit
✍ Maciej Niedźwiecki 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 617 KB

Noncausal estimation algorithms, which involve smoothing, can be used for off-line identification of nonstationary systems. Since smoothing is based on both past and future data, it offers increased accuracy compared to causal (tracking) estimation schemes, incorporating past data only. It is shown