A new approach to stochastic causal system continualization

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F03%3A00000118" target="_blank" >RIV/49777513:23520/03:00000118 - 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

A new approach to stochastic causal system continualization

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 iswhy 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 co ntinuous-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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Type

D - Article in proceedings

CEP classification

BC - Theory and management systems

OECD FORD branch

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Project

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Continuities

Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year

2003

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection

MED'03

ISBN

9608770602

ISSN

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e-ISSN

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Number of pages

6

Pages from-to

1-6

Publisher name

IEEE

Place of publication

Athens

Event location

Rhodes, Greece

Event date

Jun 18, 2003

Type of event by nationality

WRD - Celosvětová akce

UT code for WoS article

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