A study of the optimal lag size of FIR smoothers

유한구간 임펄스 응답 평활기의 최적 지연시간에 대한 연구

In this paper, we propose the optimal lag size which is optimize the performance of the fixed-lag minimum variance FIR smoother. Since the performance of estimation is represented with two Riccati equation and the nonlinear equation of lag size, it is difficult to obtain the optimal lag size. Therefore, we consider the optimal lag size for the scalar system and the numerical example is provided to demonstrate the proposed algorithm.