Novel Unbiased Optimal Receding-Horizon Fixed-Lag Smoothers for Linear Discrete Time-Varying Systems
This paper proposes novel unbiased minimum-variance receding-horizon fixed-lag (UMVRHF) smoothers in batch and recursive forms for linear discrete time-varying state space models in order to improve the computational efficiency and the estimation performance of receding-horizon fixed-lag (RHF) smoot...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-08-01
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| Series: | Applied Sciences |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2076-3417/12/15/7832 |