M. Basin, M.A. Villanueva Llanes, I.R. Valadez Guzman
{"title":"关于时滞观测的滤波问题","authors":"M. Basin, M.A. Villanueva Llanes, I.R. Valadez Guzman","doi":"10.1109/CDC.1999.833263","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":137513,"journal":{"name":"Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304)","volume":null,"pages":null},"PeriodicalIF":0.0000,"publicationDate":"1999-12-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"5","resultStr":"{\"title\":\"On filtering problems over observations with delays\",\"authors\":\"M. Basin, M.A. Villanueva Llanes, I.R. Valadez Guzman\",\"doi\":\"10.1109/CDC.1999.833263\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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.\",\"PeriodicalId\":137513,\"journal\":{\"name\":\"Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304)\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1999-12-07\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"5\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/CDC.1999.833263\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/CDC.1999.833263","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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. The filtering problems are considered over observations with single time delay, multiple delays, and a set of delays of the continuum power.