Accession Number : AD0730603

Title :   Synthesis of Sub-Optimal Fixed Lag Smoothers,

Corporate Author : CALIFORNIA UNIV IRVINE SCHOOL OF ENGINEERING

Personal Author(s) : Meditch,J. S.

Report Date : SEP 1971

Pagination or Media Count : 9

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