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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 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.