抄録
The solution of a steady-state error covariance equation is studied for a forward-pass fixed-interval smooter in discrete-time systems. From the view point of the detectability and stabilizability, a necessary and sufficient condition is derived to assure the existence of a unique stabilizing solution. A simple algorithm for constructing such a steady-state solution is also proposed by applying the Potter's eigenvector approach to the algebraic Riccati equation associated with a backward-pass information filter. Finally, it is illustrated from a numerical example that the algorithm is useful for smoother design purposes and for the analysis of bound estimate accuracies of the final convergence estimates.
