ONE-STEP FIXED-LAG SMOOTHERS FOR MARKOVIAN SWITCHING SYSTEMS

Authors
HELMICK RE BLAIR WD HOFFMAN SA
Citation
Re. Helmick et al., ONE-STEP FIXED-LAG SMOOTHERS FOR MARKOVIAN SWITCHING SYSTEMS, IEEE transactions on automatic control, 41(7), 1996, pp. 1051-1056
Citations number
9
Categorie Soggetti
Controlo Theory & Cybernetics","Robotics & Automatic Control","Engineering, Eletrical & Electronic
Journal title
IEEE transactions on automatic control → ACNP
ISSN journal
00189286
Volume
41
Issue
7
Year of publication
1996
Pages
1051 - 1056
Database
ISI
SICI code
0018-9286(1996)41:7<1051:OFSFMS>2.0.ZU;2-4
Abstract
Suboptimal approaches to the one-step fixed-lag smoothing problem for Markovian switching systems are examined in this paper. Two algorithms are developed for obtaining one-step fixed-lag smoothed estimates. Th e first algorithm is an approximation that considers the models over t he two most recent sampling periods, while the second one considers on ly the models over the most recent sampling period. Simulation results are presented to compare the performances of these smoothing algorith ms.