作者：SUNShu-Li; DENGZi-Li控制理论极点配置原理稳态kalman滤波器白噪声估值器wiener平滑器
摘要：Based on steady-state Kalman filter and white noise estimators, and according to thepole-assignment principle of the control theory, the pole-assignment fixed-interval steady-stateKalman smoother and Wiener smoother are presented. They avoid computation of the initial opti-mal smoothing estimates and can rapidly eliminate the effects of the initial smoothing estimates byassigning the poles of the smoothers, so that they have a practical stability in the finite fixed inter-val. A simulation example shows their effectiveness.
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