Optimal deconvolution smoother

1 January 1986

journal article
Published by Institution of Engineering and Technology (IET) in IEE Proceedings D Control Theory and Applications

Vol. 133 (1) , 13-18
https://doi.org/10.1049/ip-d.1986.0002

Abstract

The optimal fixed-lag deconvolution smoothing problem is solved in the frequency domain. It is shown how the smoother may be implemented online by using an innovations moving average description, thus avoiding a two-pass algorithm, involving causal and anticausal filtering. The optimal smoother is given in polynomial matrix form, which makes the solution relatively simple to implement.

Keywords

FREQUENCY DOMAIN
POLYNOMIAL MATRIX
CAUSAL FILTERING
OPTIMAL FIXED-LAG DECONVOLUTION SMOOTHING
ANTICAUSAL FILTERING
INNOVATIONS MOVING AVERAGE DESCRIPTION

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