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Can the zero-lag filter be a good smoother?

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1 Author(s)

The problem of constructing low complexity suboptimal fixed-lag estimators is discussed. First, it is shown that any optimal fixed-lag estimator structure generally performs better if more delay is accepted than the designed lag. As this holds for any design lag including zero-lag, it is demonstrated that the zero-lag filter treated as a suboptimal fixed-lag smoother has an error considerably lower than the conventional zero-lag error. A near optimal fixed-lag smoother is then found by a straightforward extention of the zero-lag filter. Several examples are considered. Finally, the usefulness of the conventional fixed-lag mmse criterion is discussed.

Published in:

Information Theory, IEEE Transactions on  (Volume:23 ,  Issue: 4 )

Date of Publication:

Jul 1977

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