OPTIMAL LINEAR FILTERING WITH STATE AND OBSERVATION DELAYS
نویسندگان
چکیده
منابع مشابه
Optimal Linear Filtering with State and Observation Delays
In this paper, the optimal filtering problem for linear systems with state and observation delays is treated proceeding from the general expression for the stochastic Ito differential of the optimal estimate, error variance, and various error covariances. As a result, the optimal estimate equation similar to the traditional Kalman-Bucy one is derived; however, the resulting system of equations ...
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ژورنال
عنوان ژورنال: IFAC Proceedings Volumes
سال: 2005
ISSN: 1474-6670
DOI: 10.3182/20050703-6-cz-1902.00390