M. Basin, M.A. Villanueva Llanes, I.R. Valadez Guzman
{"title":"On filtering problems over observations with delays","authors":"M. Basin, M.A. Villanueva Llanes, I.R. Valadez Guzman","doi":"10.1109/CDC.1999.833263","DOIUrl":null,"url":null,"abstract":"Optimal filtering equations over observations with delays are obtained for an Ito-Volterra process, proceeding from discontinuous observations of the Ito-Volterra type. It is shown that the designed filter can be significantly simplified for a dynamic system state governed by a differential equation. The filtering problems are considered over observations with single time delay, multiple delays, and a set of delays of the continuum power.","PeriodicalId":137513,"journal":{"name":"Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304)","volume":null,"pages":null},"PeriodicalIF":0.0000,"publicationDate":"1999-12-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"5","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/CDC.1999.833263","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 5
Abstract
Optimal filtering equations over observations with delays are obtained for an Ito-Volterra process, proceeding from discontinuous observations of the Ito-Volterra type. It is shown that the designed filter can be significantly simplified for a dynamic system state governed by a differential equation. The filtering problems are considered over observations with single time delay, multiple delays, and a set of delays of the continuum power.