Application of Spectral Factorization to the Linear Discretetime Fixed-Point Smoothing Problem

Keyphrases

• Smoothing Problem 100%
• Fixed-lag Smoother 100%
• Discrete-time 100%
• Spectral Factor 100%
• Spectral Factorization 100%
• Smoothing Estimates 100%
• Steady State 50%
• Noise Signal 50%
• Innovation Process 50%
• Single Input Single Output 50%
• Measured Signal 50%
• Power Density 50%
• Gain Matrix 50%
• Density Matrix 50%
• Invariant Systems 50%
• Kalman Filter 50%
• Z-transform 50%
• Time-varying Gain 50%
• Optimal Smoothing 50%
• Minimum Variance 50%
• Driving Noise 50%
• Colored Measurement Noise 50%

Engineering

• Fixed Points 100%
• Spectral Factorization 100%
• Invariant System 50%
• Single Output 50%
• Measurement Signal 50%
• Explicit Expression 50%
• Power Density 50%
• Gain Matrix 50%
• Density Matrix 50%
• Kalman Filter 50%