Synthesis of Filtering in Stochastic Systems on Continuous-Time Memory Observations in the Presence of Anomalous Noises
We have conducted the optimal synthesis of rootmean- squared objective filter to estimate the state vector in the case if within the observation channel with memory the anomalous noises with unknown mathematical expectation are complement in the function of the regular noises. The synthesis has been carried out for linear stochastic systems of continuous - time.
Digital Object Identifier (DOI): doi.org/10.5281/zenodo.1100741Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1734
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