Outline designs for stable continuous-time fixed-lag smoothers
S. Chirarattananon, Brian D. O. Anderson · Electronics Letters · 1972
Three basic methods for constructing suboptimal continuous-time linear fixed-lag smoothers are described. In contrast to the optimal smoother, all the suboptimal smoothers are stable. The degree of complexity allowed in the suboptimal smoothers determines how closely they perform to the limit obtainable from the theoretical optimal linear fixed-lag smoother.