Pole-Assignment Fixed-Interval Kalman Smoother and Wiener Smoother
极点配置固定区间Kalman平滑器和Wiener平滑器

Based on steady-state Kalman filter and white noise estimators, and according to the pole-assignment principle of the control theory, the pole-assignment fixed-interval steady-state Kalman smoother and Wiener smoother are presented. They avoid computation of the initial optimal smoothing estimates and can rapidly eliminate the effects of the initial smoothing estimates by assigning the poles of the smoothers, so that they have a practical stability in the finite fixed interval. A simulation example shows their effectiveness.