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Estimation in linear time-delay system with coloured observation noise

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1 Author(s)
Shukla, V. ; Sir George Williams University, Department of Electrical Engineering, Montreal, Canada

A sequential fixed-lag smoothing algorithm is derived here for linear systems, when it is assumed that the measurements contain the sum of signals with known time delays and are corrupted by coloured noise. The innovations approach is used to derive the algorithm that is suitable for online computations.

Published in:

Electronics Letters  (Volume:9 ,  Issue: 1 )