Design procedure for stable suboptimal fixed-lag smoothers |
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Authors: | Anderson B Doan H |
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Affiliation: | University of Newcastle, Newcastle, NSW, Australia; |
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Abstract: | A procedure is presented for designing stable suboptimal fixed-lag smoothers for the continuous-time linear Gaussian problem. Apart from incorporating an ideal delay, the smoothers are finite-dimensional. The design procedure involves the approximation by a very straightforward procedure of a matrix impulse response of compact support by a matrix impulse response with a rational and stable Laplace transform. The approximation procedure involves studying the pole-zero pattern of transfer functions derivable from the transfer function matrix being approximated. |
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