{"title":"Synthesis of Filtering in Stochastic Systems on Continuous-Time Memory Observations in the Presence of Anomalous Noises","authors":"S. Rozhkova, O. Rozhkova, A. Harlova, V. Lasukov","volume":101,"journal":"International Journal of Computer and Information Engineering","pagesStart":288,"pagesEnd":292,"ISSN":"1307-6892","URL":"https:\/\/publications.waset.org\/pdf\/10001248","abstract":"
We have conducted the optimal synthesis of rootmean-
\r\nsquared objective filter to estimate the state vector in the case if
\r\nwithin the observation channel with memory the anomalous noises
\r\nwith unknown mathematical expectation are complement in the
\r\nfunction of the regular noises. The synthesis has been carried out for
\r\nlinear stochastic systems of continuous - time.<\/p>\r\n","references":"[1] R. E. Kalman, R.S. Bycy, New results in linear filtering and prediction\r\ntheory, J. Basic Eng. 83 (1961) , pp. 35-45. [2] R. S. Busy R.S., P.D. Joseph, Filtering for stochastic process with\r\napplication to guidance, Interscience Publishers, New York, 1968.\r\n[3] A. N. Boguslavskiy, Navigation and control methods on incomplete\r\nstatistics, Mechanical engineering, Moscow, 1972 (in Russian).\r\n[4] A. Kirichenko, etc. Estimation of the state vector of the dynamic system\r\nin the presence of anomalous measurements, Zarubezhnaya\r\nRadiotekhnika 12 (1981)pp. 3-23 (in Russian).\r\n[5] Z. Wang, D.W.C Ho, Filtering on nonlinear time-delay stochastic\r\nsystems. Automatic 39, 1. (2003) pp. 101-109.\r\n[6] N. S. Demin, O.V. Rozhkova, S. V. Rozhkova. Generalized moving\r\nextrapolation of stochastic processes of jointly continuous and discrete\r\nobservations with memory, Izvestiya RAS. Theory and Control Systems\r\n4 (2000) pp. 39-51 (in Russian).\r\n[7] N.S. Demin, V.V. Mikhailuk, Filtering in stochastic dynamical systems\r\nunder anomalous noise in the observation channel. I. Systems with\r\ncontinuous time, Math. USSR Academy of Sciences, Tekhnicheskaya\r\nKibernetika 4 (1994). pp. 17-27 (in Russian).\r\n[8] N. S. Demin, Filtering random processes in continuous-discrete\r\nobservations with memory, Avtomatika i Telemekhanika 3 (1987) pp.\r\n59-69 (in Russian).\r\n[9] A. Albert, Regression, pseudoinverse and recursive estimation, Nauka,\r\nMoscow, 1977 (in Russian).\r\n[10] M. Athans, The matrix minimum principle, Inform. and Control 11\r\n(1968).\r\n[11] Y. N. Roytenberg, Automatic control, Nauka, Moscow, 1978 (in\r\nRussian).\r\n[12] F. R. Gantmakher, Theory of Matrices, Nauka, Moscow, 1978 (in\r\nRussian).","publisher":"World Academy of Science, Engineering and Technology","index":"Open Science Index 101, 2015"}