The optimum linear smoother as a combination of two optimum linear filters 论文
1969IEEE Transactions on Automatic Control引用 372
Structural Health Monitoring TechniquesProbabilistic and Robust Engineering DesignTarget Tracking and Data Fusion in Sensor Networks
摘要
A solution to the optimum linear smoothing problem is presented in which the smoother is interpreted as a combination of two optimum linear filters. This result is obtained from the well-known equation for the maximum likelihood combination of two independent estimates and equivalence to previous formulations is demonstrated. Forms of the solution which are convenient for practical computation are developed.