Abstract
In this paper it is shown than an estimate generated in a discrete time Kalman filter can, under certain circumstances, give better performance if some delay is allowed in the system. This fact is utilized to construct three simple suboptimal smoothers, all based on the structure of a Kalman filter. These smoothers are of low complexity as compared with the optimal ones. The conditions are given under which the performance of these suboptimal smoothers is better than that of a zero-lag Kalman filter. The methods of suboptimal smoothing considered give, in many cases, a possibility of obtaining results close to the optimal smoother. Several examples are presented.
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