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On stable, forward, filtering and fixed-lag smoothing in a class of systems with time delays

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2 Author(s)
Repperger, D.W. ; Wright Patterson AFB, Dasyton OH, USA ; Koivo, A.J.

The problem of optimal estimation (filtering and fixed-lag smoothing) for linear continuous time systems containing multiple time delays can be considerably simplified in the absence of state excitation noise. The optimal filter and fixed-lag smoother can be computed forward in time and are asymptotically stable.

Published in:

Automatic Control, IEEE Transactions on  (Volume:19 ,  Issue: 3 )

Date of Publication:

Jun 1974

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