Network numerical analysis for the smoother and the lagged joint-process estimator
Motivated by the fact that the a priori least-squares-order-recursive lattice (LSORL) smoother is more robust than the LSORL joint-process estimator with lagged desired signals in the finite precision, we model numerical properties of the two algorithms by virtue of previous efforts. Then, we give the reason why the smoother is substantially more robust than the lagged joint-process estimator by providing the explicit analysis for the performance difference of the two algorithms.
smoother estimator lsorl