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Estimating a measured quantity from strongly discretized observations

✍ Scribed by D. A. Masterenko


Publisher
Springer US
Year
2011
Tongue
English
Weight
397 KB
Volume
54
Category
Article
ISSN
0543-1972

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In this paper, one-stage prediction, filtering, and fixed-point smoothing problems are addressed for nonlinear discrete-time stochastic systems with randomly delayed measurements perturbed by additive white noise. The observation delay is modelled by a sequence of independent Bernoulli random variab