Abstract

Kalman filtering is extensively used in estimation techniques. The problem is that one tries to estimate a state based on measures perturbated by noise. However in many applicattons some time lag can be allowed; this means that this estimate which is called smoothed can be made using a greater amount of information than in “on line” filtering and the estimation error can be reduced. In this paper the smoothing equation is investigated by writing the smoother as Where ∑s=t0t+kHszt-s is a non-causal transer function.We also notice that HS is time-dependent. In our study we focus on HS and its variation with K. (The results are illustrated with an example).

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