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Optimal linear fixed-interval smoothing for colored noise

โœ Scribed by Shohei Fujita; Takeshi Fukao

Book ID
114036756
Publisher
Elsevier Science
Year
1970
Weight
478 KB
Volume
17
Category
Article
ISSN
0019-9958

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Near optimal smoothing for singularly pe
Near optimal smoothing for singularly perturbed linear systems
โœ D. Altshuler; A.H. Haddad ๐Ÿ“‚ Article ๐Ÿ“… 1978 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 541 KB

A two time-scale lower order design is proposed as a near optimal solution to the fixed-interval smoothing problem for systems with slow and fast modes. The slow mode smoothing solution, in the limit as the perturbation parameter/1-,0, tends to that of the reduced-order problem; and the near optimal