On filtering problems over observations with delays

On filtering problems over observations with delays

Optimal filtering equations over observations with delays are obtained for an Ito-Volterra process, proceeding from discontinuous observations of the Ito-Volterra type. It is shown that the designed filter can be significantly simplified for a dynamic system state governed by a differential equation...

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Bibliographische Detailangaben
Hauptverfasser: Basin, M.V., Villanueva Llanes, M.A., Valadez Guzman, I.R.
Format: Tagungsbericht
Sprache:eng
Schlagworte:
Closed-form solution
Delay effects
Delay estimation
Differential equations
Filtering
Kalman filters
Mechanical engineering
Process design
Random processes
State estimation
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Beschreibung
Zusammenfassung:Optimal filtering equations over observations with delays are obtained for an Ito-Volterra process, proceeding from discontinuous observations of the Ito-Volterra type. It is shown that the designed filter can be significantly simplified for a dynamic system state governed by a differential equation. The filtering problems are considered over observations with single time delay, multiple delays, and a set of delays of the continuum power.
ISSN:0191-2216
DOI:10.1109/CDC.1999.833263