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Optimal linear estimation for continuous stochastic systems with random observation delays

โœ Scribed by Chunyan Han; Huanshui Zhang; Gang Feng


Book ID
112186110
Publisher
John Wiley and Sons
Year
2011
Tongue
English
Weight
350 KB
Volume
23
Category
Article
ISSN
1049-8923

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## 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