Optimal linear fixed-interval smoothing for colored noise

Optimal Sliding-Mode Guidance Law for Fixed-Interval Propulsive Maneuvers

An optimal strategy based on minimum effort control and also with terminal positionconstraint is developed for an exoatmospheric interceptor with a fixed- interval guidance time. It isthen integrated with sliding-mode control theory to drive an optimal sliding-mode guidance law forfixed-interval guidance time. In addition, this guidance law is generalized for intercepting anarbitrarily time-var...

Nonparametric fixed-interval smoothing with vector splines

Fixed Interval Smoothing for Nonlinear Continuous Time Systems

Here, dr~dr and dw/dt are independent, zero mean, ganssian white noise processes, with covariances I 3 ( t r ) and R ( t ) 8 ( t T), respectively. The matrix R(t) is positive definite for all t. An a priori distribution for the density of x 0 is assumed known, and it is assumed that f , G, h and R all have sufficient smoothness properties to guarantee the usual existence and uniqueness requirem...

The Fixed-Interval Smoothing Problem for Continuous Systems

The smoothing problem for continuous systems is treated in a state space representation by means of variational calculus techniques. The smoothing problem is introduced in an criterion by means of an artificial discontinuity that splits the problem in term of forward and backward filtering problems. Hence, the smoother design is realized in three steps. First, a forward filter is developed. Sec...

On Optimal Linear Smoothing Theory