Linear smoothing for descriptor systems

The linear smoother for an n-th order two-point boundary value descriptor system (TPBVDS) [1] is formulated by using the general linear estimator solution developed by the method of complementary models in [2]. The smoother is shown to take the form of a 2nth order TPBVDS. By employing the solutions to generalized Riccati equations [3] it is shown that the smoother dynamics can be decomposed into two nth order descriptor form equations. The implementation of the smoother solution is also addressed.