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Optimal state filtering of controllable systems with random structure

โœ Scribed by A. V. Borisov; A. I. Stefanovich

Book ID
111453622
Publisher
SP MAIK Nauka/Interperiodica
Year
2007
Tongue
English
Weight
396 KB
Volume
46
Category
Article
ISSN
1064-2307

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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