IEEE Transactions on Automatic Control, Vol.54, No.5, 1068-1072, 2009
A Polynomial Approach to Bias Aware Fixed-Lag Smoothing Problem
In the present technical note, a solution to the problem of fixed-lag smoothing of SISO systems in presence of a dynamical bias is presented in a polynomial framework. The bias aware smoothing problem is solved in three steps, namely, the design of the general structure of the smoother, the estimation of the dynamical bias by means of a deconvolution technique and, then, the combination of the previous results to obtain the bias aware fixed-lag smoother. Applied to an example, this approach shows its efficiency.