Comparative performance of a filter and a fixed-lag smoother

DOI10.1016/0165-1684(92)90018-RMaRDI QIDQ1196237zbMATH OpenOpenAlexFDO

Authors A. J. Anderson

Publication date 11 January 1993

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1684(92)90018-r

zbMATH Keywords

digital filteringfixed-lag smoother

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Review text

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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Cited in

(1)

• Smoothing as an improvement on filtering in high noise

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