The Kalman-Bucy Filter for Linear Stochastic Dynamic Systems with Discontinuous Trajectories
An optimal linear filtration problem is considered in the paper based on Kalman-Bucy results. The sequential linear regression method being a modification of fundamental Wiener results is used. [PUBLICATION ABSTRACT]
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| Veröffentlicht in: | Cybernetics and systems analysis 2003-03, Vol.39 (2), p.235 |
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| container_title | Cybernetics and systems analysis |
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| creator | V. Yu. Bereza Yasinskii, V K |
| description | An optimal linear filtration problem is considered in the paper based on Kalman-Bucy results. The sequential linear regression method being a modification of fundamental Wiener results is used. [PUBLICATION ABSTRACT] |
| format | Article |
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| ispartof | Cybernetics and systems analysis, 2003-03, Vol.39 (2), p.235 |
| issn | 1060-0396 1573-8337 |
| language | eng |
| recordid | cdi_proquest_journals_216505193 |
| source | SpringerLink Journals |
| subjects | Linear programming Optimization Random variables Regression analysis Stochastic models Studies |
| title | The Kalman-Bucy Filter for Linear Stochastic Dynamic Systems with Discontinuous Trajectories |
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