Polynomial matrix solution to the discrete fixed-LAG smoothing problem

Mike J. Grimble

Kybernetika (1991)

  • Volume: 27, Issue: 3, page 190-201
  • ISSN: 0023-5954

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Grimble, Mike J.. "Polynomial matrix solution to the discrete fixed-LAG smoothing problem." Kybernetika 27.3 (1991): 190-201. <http://eudml.org/doc/28965>.

@article{Grimble1991,
author = {Grimble, Mike J.},
journal = {Kybernetika},
keywords = {optimal linear fixed lag smoothing problem; Wiener smoother; self-tuning algorithm; simple adaptive smoother},
language = {eng},
number = {3},
pages = {190-201},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Polynomial matrix solution to the discrete fixed-LAG smoothing problem},
url = {http://eudml.org/doc/28965},
volume = {27},
year = {1991},
}

TY - JOUR
AU - Grimble, Mike J.
TI - Polynomial matrix solution to the discrete fixed-LAG smoothing problem
JO - Kybernetika
PY - 1991
PB - Institute of Information Theory and Automation AS CR
VL - 27
IS - 3
SP - 190
EP - 201
LA - eng
KW - optimal linear fixed lag smoothing problem; Wiener smoother; self-tuning algorithm; simple adaptive smoother
UR - http://eudml.org/doc/28965
ER -

References

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  1. G. C. Goodwin, K. S. Sin, Adaptive Filtering, Prediction and Control, Prentice-Hall, New Jersey 1984. (1984) Zbl0653.93001
  2. T. J. Moir, Optimal deconvolution smoother, IEE Proc. Pt. D 133 (1986), 1, 13-18. (1986) Zbl0588.93067
  3. V. Kučera, Discrete Linear Control, J. Wiley, Chichester 1979. (1979) MR0573447
  4. T. J. Moir, M. J. Grimble, Optimal self-tuning filtering prediction and smoothing for discrete multivariable processes, IEEE Trans. Automat. Control AC-29 (1984), 2, 128-137. (1984) Zbl0537.93063
  5. U. Shaked, Transfer function approach to the fixed-point continuous smoothing problem, IEEE Trans. Automat. Control AC-23 (1978), 5, 945-948. (1978) Zbl0396.93050
  6. M. J. Grimble, A new finite-time linear smoothing filter, Internat. J. Systems Sci. 11 (1980), 10, 1189-1212. (1980) Zbl0456.93058
  7. T. J. Moir, M. J. Grimble, Finite interval smoothing for discrete-time systems, Systems Sci. 8 (1982), 1, 53-74. (1982) Zbl0547.93073MR0730756
  8. M. J. Grimble, H design of optimal linear filters, In: Linear Circuits, Systems and Signal Processing: Theory and Application, MTNS Conf. Publication (C. I. Byrnes, C. F. Martin and R. E. Saeks, eds.), North-Holland, Amsterdam 1988, pp. 533-540. (1988) MR1031072
  9. U. Shaked, A transfer function approach to the linear discrete stationary filtering and the steady-state discrete optimal control problems, Internat. J. Control 29 (1979), 2, 279-291. (1979) Zbl0401.93045MR0527853
  10. V. Panuška, A new form of the extended Kalman filter for parameter estimation in linear systems with correlated noise, IEEE Trans. Automat. Control AC-25 (1980), 2, 229-235. (1980) MR0567379
  11. P. T. K. Fung, M. J. Grimble, Dynamics ship positioning using a self-tuning Kalman filter, IEEE Trans. Automat. Control AC-28 (1983), 3, 339-350. (1983) 

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