Analysis of Filtering in Stochastic Systems on Continuous-Time Memory Observations in the Presence of Anomalous Noises
For optimal unbiased filter as mean-square and in the case of functioning anomalous noises in the observation memory channel, we have proved insensitivity of filter to inaccurate knowledge of the anomalous noise intensity matrix and its equivalence to truncated filter plotted only by non anomalous components of an observation vector.
Digital Object Identifier (DOI): doi.org/10.5281/zenodo.1100527Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1826
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