## Abstract In this paper, the optimal filtering problem for linear systems with state and observation delays is treated proceeding from the general expression for the stochastic Ito differential of the optimal estimate, error variance, and various error covariances. As a result, the optimal estima
On the Perturbations of Regular Linear Systems and Linear Systems with State and Output Delays
✍ Scribed by Zhan-Dong Mei; Ji-Gen Peng
- Publisher
- SP Birkhäuser Verlag Basel
- Year
- 2010
- Tongue
- English
- Weight
- 355 KB
- Volume
- 68
- Category
- Article
- ISSN
- 0378-620X
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