Abstract
In this paper we study the fixed-interval optimal smoothing problems for a class of linear continuous-time systems with impulsive effects. We adopt a maximum likelihood (ML) approach and derive a maximum likelihood noncausal estimator on the fixed time interval. We derive an extension of the Fraser's algorithm for the linear discrete-time smoother to the impulsive systems utilizing the filtering theory of the impulsive systems.
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Schedule a callMore From: Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
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