Abstract
The matrix algebraic Lyapunov equation of a forward-pass fixed-interval smoother that uses backward-pass information filter outputs is investigated in continuous-time systems. A necessary and sufficient condition for its solution to yield an asymptotically stable closed-loop system is given. It is then shown that such a condition is more relaxed than that for the backward-pass fixed-interval smoother, which uses forward-pass Kalman filter outputs. Furthermore, some algorithms for solving the algebraic equation are presented using the classical eigenvector approach.
| Original language | English |
|---|---|
| Pages (from-to) | 1217-1227 |
| Number of pages | 11 |
| Journal | International Journal of Systems Science |
| Volume | 16 |
| Issue number | 10 |
| DOIs | |
| Publication status | Published - Oct 1985 |
| Externally published | Yes |
ASJC Scopus subject areas
- Control and Systems Engineering
- Theoretical Computer Science
- Computer Science Applications