✦ LIBER ✦

Optimal discrete filtering for time-delayed systems with respect to mean-square continuous-time error criterion

✍ Scribed by Yephim N. Rosenwasser; Konstantin Yu. Polyakov; Bernhard P. Lampe

Publisher: John Wiley and Sons
Year: 1998
Tongue: English
Weight: 163 KB
Volume: 12
Category: Article
ISSN: 0890-6327
DOI: 10.1002/(sici)1099-1115(199808)12:5<389::aid-acs497>3.0.co;2-p

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✦ Synopsis

An optimal linear digital filtering problem for continuous-time dynamic processes is considered. An algorithm for optimal filter design taking into account pure delays in continuous-time networks is presented. The performance of systems, being optimal with respect to discrete-time and continuous-time mean-square errors, is compared. An optimal stochastic model-matching problem is proposed and its solution is presented.