Derivative 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

Derivative state estimation of singular stochastic systems

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

Derivative state estimation of singular stochastic systems

Popis výsledku anglicky

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.

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

Derivative state estimation of singular stochastic systems

ISBN

972902703X

ISSN

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e-ISSN

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Počet stran výsledku

7

Strana od-do

1

Název nakladatele

Instituto Superior Técnico

Místo vydání

Lisbon

Místo konání akce

Lisbon

Datum konání akce

1. 1. 2002

Typ akce podle státní příslušnosti

CST - Celostátní akce

Kód UT WoS článku

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