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Optimal fixed lag smoothing for time delayed system with colored noise

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Author: Biswas, K; Mahalanabis, A

Advisor: Advisor

Date: 1972

Publisher:
Citation: Automatic

Series/Report no.:
Item Type: Article

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.
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Shankar B. Chavan
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Shankar B. Chavan
Computer Applications Division
Central Library, IIT Delhi
shankar.chavan@library.iitd.ac.in
NDLTD
Shodhganga
NDL
ePrints@IISc
etd@IISc
IR@IIT Bombay
NewsClips @IITD
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