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Mathematical Problems in Engineering
Volume 2017, Article ID 8192053, 6 pages
Research Article

A Finite Memory Structure Smoother with Recursive Form Using Forgetting Factor

Department of Electronic Engineering, Korea Polytechnic University, 237 Sangidaehak-Ro, Siheung-Si, Gyeonggi-Do 15073, Republic of Korea

Correspondence should be addressed to Pyung Soo Kim; moc.liamg@mik.retepsp

Received 17 March 2017; Accepted 25 May 2017; Published 19 June 2017

Academic Editor: Alessandro Mauro

Copyright © 2017 Pyung Soo Kim. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


This paper proposes an alternative finite memory structure (FMS) smoother with a recursive form under a least squares criterion using a forgetting factor strategy. The proposed FMS smoother does not require information of the noise covariances as well as the initial state. The proposed FMS smoother is shown to have good inherent properties such as time-invariance, unbiasedness, and deadbeat. The forgetting factor is shown to be considered as useful parameter to make the estimation performance of the proposed FMS smoother as good as possible. Through computer simulations for the F-404 engine system, it is shown that the proposed FMS smoother can be better than the existing FMS smoother for incorrect noise covariances and the IMS smoother for temporary uncertainties.