Optimal fixed-point smoothing for delayed descriptor systems with multiplicative noise

@article{Lu2015OptimalFS,
  title={Optimal fixed-point smoothing for delayed descriptor systems with multiplicative noise},
  author={Xiao Lu and Xin Dong and Haixia Wang},
  journal={The 27th Chinese Control and Decision Conference (2015 CCDC)},
  year={2015},
  pages={2810-2813}
}
This manuscript considers the design of an optimal FP (i.e., fixed-point) smoother for descriptor systems corrupted by delayed measurement and multiplicative noise. The observation equations and delayed measurement are both corrupted by multiplicative and additive noises. The optimal FP smoother is presented in terms of recursive mathematical equations based on standard singular value decomposition and re-organized innovation analysis. 

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