Optimal state estimation of singular stochastic systems

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F02%3A00069649" target="_blank" >RIV/49777513:23520/02:00069649 - isvavai.cz</a>
Result on the web
—
DOI - Digital Object Identifier
—

Result language
angličtina
Original language name
Optimal state estimation of singular stochastic systems
Original language description
This paper deals with optimal state estimation problem of both singular and especially non-singular stochastic causal systems solution of which is based on recently submitted new pproach to system theory. The solution to so important a task is well knownas the Kalman filtering. However, some surprisingly serious problems arise in case of stochastic system with singular uncertainty in the continuous-time domain. The presented solution transforms, according to the new approach to system theory, the original problem into the discrete-time domain whereupon the optimal discrete-time Kalman filter can be designed. In regard of the given continuous-time problem, the obtained estimator is to be transformed from the discrete-time to the continuous-time domain.Such a transformation procedure is called the continualisation process. The solution leads to utilization of backward derivatives.
Czech name
—
Czech description
—

Publication year
2002
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Optimal state estimation of singular stochastic systems
ISBN
—
ISSN
—
e-ISSN
—
Number of pages
1
Pages from-to
—
Publisher name
Neuveden
Place of publication
Neuveden
Event location
Neuveden
Event date
Jan 1, 2002
Type of event by nationality
CST - Celostátní akce
UT code for WoS article
—

Similar results(10)