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Please use this identifier to cite or link to this item: http://eprint.iitd.ac.in/handle/2074/1540

Title: Optimal fixed lag smoothing for time delayed system with colored noise
Authors: Biswas, K
Mahalanabis, A
Keywords: algorithm
fixed lag
colored noise
higher dimensional system
Issue Date: 1972
Citation: Automatic Control, IEEE Transactions on, 17(3), 387 - 388
Abstract: The aim of this note is to report an algorithm for the fixed lag smoothing problem of a time delayed system whose observations contain colored noise. This is derived by looking at the appropriate components of a filtering algorithm for a nontime delayed higher dimensional system.
URI: http://eprint.iitd.ac.in/dspace/handle/2074/1540
Appears in Collections:Electrical Engineering

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