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Optimal smoothing for continuous-time systems with multiple time delays
Equations for the smoothed state estimate and for the error covariances of a continuous-time system with multiple time delays, based on observations involving time delays, are derived through a combination of discretization, ...
Optimal fixed lag smoothing for time delayed system with colored noise
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 ...
On the computational aspects of two recent smoothing algorithms
This note is concerned with a consideration of the computational requirements of fixed-lag and fixed-point smoothing algorithms reported recently by the authors.
On the stability of a fixed lag smoother
The aim of this correspondence is to show that the fixed lag smoothing algorithm reported earlier by the authors is asymptotically stable and is computationally better than the other stable smoothers reported recently.
Identification of stochastic time-delay systems
A method is presented to identify time lags present in systems described by linear, stochastic dynamical models usually encountered in process control. The model equation is first discretized and converted into a ...