关于时滞观测的滤波问题

Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304) Pub Date : 1999-12-07 DOI:10.1109/CDC.1999.833263

M. Basin, M.A. Villanueva Llanes, I.R. Valadez Guzman

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引用次数: 5

摘要

从Ito-Volterra型的不连续观测出发，得到了具有时滞观测值的Ito-Volterra过程的最优滤波方程。结果表明，对于由微分方程控制的动态系统状态，所设计的滤波器可以显著简化。考虑了连续功率的单时延、多时延和一组时延观测值的滤波问题。

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On filtering problems over observations with delays

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.

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Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304)

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