Accession Number:

AD0730603

Title:

Synthesis of Sub-Optimal Fixed Lag Smoothers,

Descriptive Note:

Corporate Author:

CALIFORNIA UNIV IRVINE SCHOOL OF ENGINEERING

Personal Author(s):

• Meditch,J. S.

Report Date:

1971-09-01

Pagination or Media Count:

9.0

Abstract:

The problem of suboptimal, fixed-lag smoothing for continuous-time stationary, random processes is examined. Two related synthesis procedures which are readily amenable to digital computation are developed and illustrated. Author

Descriptors:

• (*INFORMATION THEORY
• STATISTICAL ANALYSIS)
• (*CONTROL SYSTEMS
• MATHEMATICAL MODELS)
• TRANSFER FUNCTIONS
• TIME SERIES ANALYSIS
• QUADRATIC PROGRAMMING
• OPTIMIZATION

Subject Categories:

• Statistics and Probability
• Cybernetics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE