Optimal state estimation of singular stochastic systems

Kód výsledku v IS VaVaI

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Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Optimal state estimation of singular stochastic systems

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

Optimal state estimation of singular stochastic systems

Popis výsledku anglicky

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.

Druh

D - Stať ve sborníku

CEP obor

BC - Teorie a systémy řízení

OECD FORD obor

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Projekt

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Návaznosti

Z - Vyzkumny zamer (s odkazem do CEZ)

Rok uplatnění

2002

Kód důvěrnosti údajů

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

Název statě ve sborníku

Optimal state estimation of singular stochastic systems

ISBN

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ISSN

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e-ISSN

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Počet stran výsledku

1

Strana od-do

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Název nakladatele

Neuveden

Místo vydání

Neuveden

Místo konání akce

Neuveden

Datum konání akce

1. 1. 2002

Typ akce podle státní příslušnosti

CST - Celostátní akce

Kód UT WoS článku

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