Abstract

This paper investigates the fixed-point smoothing problems for linear discrete-time systems with multiple time-delays in the observations. The linear discrete-time systems considered have l + 1 output channels. One is instantaneous observation and the others are delayed. The fixed-point smoothers involving recursive algorithm and non-recursive algorithm are designed by using innovation analysis theory without relying on the system augmentation approach. Also, it is further shown that the design of fixed-point smoother comes down to solving l + 1 Riccati equations with the same dimensions as the original systems.

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