OPTIMAL FIXED-POINT CONTINUOUS LINEAR SMOOTHING

Abstract

The filter and error covariance equations for optimal fixed-point smoothing for continuous linear systems are developed. The development is carried out by considering the limiting case of the results for the same problem for discrete linear systems. The procedure is of use in estimation problems where a smoothed estimate of a continuous linear system's state is desired at some specified critical time during the system's operation. Four examples are presented to illustrate the results.

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1966
Accession Number
AD0644250

Entities

People

  • James S. Meditch

Organizations

  • Northwestern University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Abstracts
  • Classification
  • Covariance
  • Difference Equations
  • Differential Equations
  • Electrical Engineering
  • Equations
  • Errors
  • Filters
  • Filtration
  • Information Processing
  • Linear Differential Equations
  • Linear Systems
  • Military Research
  • Noise
  • Random Variables
  • White Noise

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.
  • Systems Analysis and Design