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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