Fixed-Lag Smoothing Results for Linear Dynamical Systems *
John B. Moore · 1973
Recent results in the smoothing oj’signals ji-om linear s~.s[ems~i~h gaussian input and nleasurement noise hate provided new perspectives on receiuer design. The particular new results and fierspectioes discussed in this paper are [hose concernilz,qthe importa?z [ class of ’ ‘on line’>jil~ers known as filters with delq, lag-jilters, or)xed- IOLT smoothers. Fixed-lag smoothers are now su$cient(y developed to be strong competitors qf the wide(y used Wiener and Kalrnan Jilters for some applications, and the paper disrusres the various trade-offs be[ween, f’ilter pe)forrncrnce, permissible delgy, filter contjrlexi~y, and design dz$crdp. 1.