Fixed-Lag Smoothing Results for Linear Dynamical Systems *
نویسنده
چکیده
Recent results in the smoothing oj’signals ji-om linear s~.s[ems~i~h gaussian input and nleasurement noise hate provided new perspectives on receiuer design. The particular new results and fierspectioes discussed in this paper are [hose concernilz,qthe importa?z[ class of’ ‘on line’>jil~ers known as filters with delq, lag-jilters, or)xedIOLT smoothers. Fixed-lag smoothers are now su$cient(y developed to be strong competitors qf the wide(y used Wiener and Kalrnan Jilters for some applications, and the paper disrusres the various trade-offs be[ween, f’ilter pe)forrncrnce, permissible delgy, filter contjrlexi~y, and design dz$crdp.
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