Brief paper: On the lower smoothing bound in identification of time-varying systems
Automatica (Journal of IFAC)
On "cheap smoothing" opportunities in identification of time-varying systems
Automatica (Journal of IFAC)
Application of ARMA models to automatic channel equalization
Information Sciences: an International Journal
Brief paper: Smoothing properties of discrete-time zero-lag Kalman filter
Automatica (Journal of IFAC)
| Hi-index | 754.84 |
The problem of constructing low complexity suboptimal fixed-lag estimators is discussed. First, it is shown that any optimal fixed-lag estimator structure generally performs better if more delay is accepted than the designed lag. As this holds for any design lag including zero-lag, it is demonstrated that the zero-lag filter treated as a suboptimal fixed-lag smoother has an error considerably lower than the conventional zero-lag error. A near optimal fixed-lag smoother is then found by a straightforward extention of the zero-lag filter. Several examples are considered. Finally, the usefulness of the conventional fixed-lag mmse criterion is discussed.