Derivative 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%3A00069908" target="_blank" >RIV/49777513:23520/02:00069908 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Derivative state estimation of singular stochastic systems
Original language description
This paper deals with a solution to the estimetion task of continuous-time system state variables measurement of which is influenced by noise in a singular fashion. Naturally, the estimation problem is well known as the Kalman filtering in case of a regular task but such a solution fails if the problem is singular. The presented solution is based on a recently submitted new approach to system theory which requires accurate system description corresponding to our observations of the real world. This is why the discrete-time stochastic causal system is the only one to define directly while the continuous-time is regarded as a limit case of a suitable sequence of discrete-time systems. The transformation process leading from the discrete-time to the continuous-time domain is called the continualisation process. The obtained solution necessarily utilizes backward derivatives.
Czech name
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Czech description
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Publication year
2002
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Derivative state estimation of singular stochastic systems
ISBN
972902703X
ISSN
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e-ISSN
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Number of pages
7
Pages from-to
1
Publisher name
Instituto Superior Técnico
Place of publication
Lisbon
Event location
Lisbon
Event date
Jan 1, 2002
Type of event by nationality
CST - Celostátní akce
UT code for WoS article
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