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Sliding mode filtering for stochastic systems with polynomial state and observation equations

โœ Scribed by Basin, Michael; Rodriguez-Ramirez, Pablo


Book ID
122428712
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
512 KB
Volume
351
Category
Article
ISSN
0016-0032

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โœ Michael Basin; Aracelia Alcorta-Garcia; Jesus Rodriguez-Gonzalez ๐Ÿ“‚ Article ๐Ÿ“… 2005 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 147 KB

## 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