Comparative performance of a filter and a fixed-lag smoother (Q1196237)
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scientific article; zbMATH DE number 77912
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| English | Comparative performance of a filter and a fixed-lag smoother |
scientific article; zbMATH DE number 77912 |
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Comparative performance of a filter and a fixed-lag smoother (English)
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11 January 1993
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The paper presents a formula for evaluating the percentage improvement in the noise variance over a filter. Results are presented for a number of second order systems for different model pole position. The results indicate that for highly oscillatory signals a large improvement can be expected with the addition of smoothing.
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digital filtering
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fixed-lag smoother
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0.8307114839553833
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0.753076434135437
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0.7518306374549866
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0.7294434905052185
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0.7262859344482422
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