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- W2030651792 abstract "The paper deals with the finite horizon H <sub xmlns:mml=http://www.w3.org/1998/Math/MathML xmlns:xlink=http://www.w3.org/1999/xlink>infin</sub> white noise smoothing problem for a linear time-varying discrete-time system. A new approach termed as re-organized innovation sequence is presented to derive the fixed-lag smoother. With the new approach, it is clearly shown that the central white noise smoother in an H <sub xmlns:mml=http://www.w3.org/1998/Math/MathML xmlns:xlink=http://www.w3.org/1999/xlink>infin</sub> setting is the same as that in an H <sub xmlns:mml=http://www.w3.org/1998/Math/MathML xmlns:xlink=http://www.w3.org/1999/xlink>2</sub> setting associated with one self-constructed stochastic state-space model. The solution to the H <sub xmlns:mml=http://www.w3.org/1998/Math/MathML xmlns:xlink=http://www.w3.org/1999/xlink>infin</sub> white noise smoother is given in terms of solutions to Riccati equations with the same order as the original system" @default.
- W2030651792 created "2016-06-24" @default.
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- W2030651792 date "2006-01-01" @default.
- W2030651792 modified "2023-09-23" @default.
- W2030651792 title "H/spl infin/ White-noise Fixed-lag Smoothing for Discrete-time Systems" @default.
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- W2030651792 doi "https://doi.org/10.1109/acc.2006.1657424" @default.
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