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On the stability of fixed-lag smoothing algorithms

✍ Scribed by Carl N. Kelly; Brian D.O. Anderson

Publisher
Elsevier Science
Year
1971
Tongue
English
Weight
675 KB
Volume
291
Category
Article
ISSN
0016-0032

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✦ Synopsis

The stability of fixed-lag smoothers for linear system state estimation is considered. The main result proved is that the smoother is unstable when the usual set of conditions hold which guarantee asymptotic stability of the optimum filter.

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