Author: | Biswas, K; Mahalanabis, A |
Advisor: | Advisor |
Date: | 1972
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Publisher: | |
Citation: | Automatic
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Series/Report no.: |
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Item Type: | Article
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Keywords: | algorithm; fixed lag; colored noise; higher dimensional system |
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. |