An anticipative linear filtering equation
نویسندگان
چکیده
منابع مشابه
An anticipative linear filtering equation
In the classical Kalman-Bucy filter and in the subsequent literature so far, it has been assumed that the initial value of the signal process is independent of both the noise of the signal and of the noise of the observations. The purpose of this paper is to prove a filtering equation for a linear system where the (normally distributed) initial value X0 of the signal process Xt has a given corr...
متن کاملLinear Filtering
A simple linear smoothing operator of general order p is constructed for discretized functions. It is particularly suited for problems in numerical integration where it is necessary or desirable to suppress two-grid-interval waves. The operator is ideal in the sense that for the class of damping operators of order p, which remove two-gridinterval waves without changing the phase of any wave com...
متن کاملNumerical Solution of Heun Equation Via Linear Stochastic Differential Equation
In this paper, we intend to solve special kind of ordinary differential equations which is called Heun equations, by converting to a corresponding stochastic differential equation(S.D.E.). So, we construct a stochastic linear equation system from this equation which its solution is based on computing fundamental matrix of this system and then, this S.D.E. is solved by numerically methods. Moreo...
متن کاملAnticipative and non-anticipative controller design for network control systems
We propose a numerical procedure to design a linear output-feedback controller for a remote linear plant in which the loop is closed through a network. The controller stabilizes the plant in the presence of delays, sampling, and packet dropouts in the (sensor) measurement and actuation channels. We consider two types of control units: anticipative and non-anticipative. In both cases the closedl...
متن کاملThe Linear KdV Equation with an Interface
The interface problem for the linear Korteweg-de Vries (KdV) equation in one-dimensional piecewise homogeneous domains is examined by constructing an explicit solution in each domain. The location of the interface is known and a number of compatibility conditions at the boundary are imposed. We provide an explicit characterization of sufficient interface conditions for the construction of a sol...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Systems & Control Letters
سال: 2011
ISSN: 0167-6911
DOI: 10.1016/j.sysconle.2011.04.001