Continuous-discrete estimation of stochastic processes over memory (time-delay) observations with anomalous noises

Abstract

The joint synthesis of mean square optimal (MSO) unbiased filter-interpolator-extrapolator (FIE) is performed. It is supposed that these processes depend not only on the current values of an unobserved process but on an arbitrary number of its preceding values, and anomalous noise occurs in discrete observations. The properties of MSO FIE are investigated.

Original language	English
Title of host publication	IFAC Proceedings Volumes (IFAC-PapersOnline)
Pages	72-77
Number of pages	6
Volume	6
Edition	PART 1
Publication status	Published - 2006
Event	6th IFAC Workshop on Time Delay Systems, TDS 2006 - L'Aquila, Italy Duration: 10 Jul 2006 → 12 Jul 2006

Other

Other	6th IFAC Workshop on Time Delay Systems, TDS 2006
Country	Italy
City	L'Aquila
Period	10.7.06 → 12.7.06

Keywords

Extrapolation
Filtering
Interpolation
Memory
Stochastic systems
Time-delay

ASJC Scopus subject areas

Control and Systems Engineering

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title = "Continuous-discrete estimation of stochastic processes over memory (time-delay) observations with anomalous noises",

abstract = "The joint synthesis of mean square optimal (MSO) unbiased filter-interpolator-extrapolator (FIE) is performed. It is supposed that these processes depend not only on the current values of an unobserved process but on an arbitrary number of its preceding values, and anomalous noise occurs in discrete observations. The properties of MSO FIE are investigated.",

keywords = "Extrapolation, Filtering, Interpolation, Memory, Stochastic systems, Time-delay",

author = "Nikolai Dyomin and Svetlana Rozhkova",

year = "2006",

language = "English",

isbn = "9783902661111",

volume = "6",

pages = "72--77",

booktitle = "IFAC Proceedings Volumes (IFAC-PapersOnline)",

edition = "PART 1",

note = "6th IFAC Workshop on Time Delay Systems, TDS 2006 ; Conference date: 10-07-2006 Through 12-07-2006",

}

TY - GEN

T1 - Continuous-discrete estimation of stochastic processes over memory (time-delay) observations with anomalous noises

AU - Dyomin, Nikolai

AU - Rozhkova, Svetlana

PY - 2006

Y1 - 2006

N2 - The joint synthesis of mean square optimal (MSO) unbiased filter-interpolator-extrapolator (FIE) is performed. It is supposed that these processes depend not only on the current values of an unobserved process but on an arbitrary number of its preceding values, and anomalous noise occurs in discrete observations. The properties of MSO FIE are investigated.

AB - The joint synthesis of mean square optimal (MSO) unbiased filter-interpolator-extrapolator (FIE) is performed. It is supposed that these processes depend not only on the current values of an unobserved process but on an arbitrary number of its preceding values, and anomalous noise occurs in discrete observations. The properties of MSO FIE are investigated.

KW - Extrapolation

KW - Filtering

KW - Interpolation

KW - Memory

KW - Stochastic systems

KW - Time-delay

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UR - http://www.scopus.com/inward/citedby.url?scp=79961137324&partnerID=8YFLogxK

M3 - Conference contribution

AN - SCOPUS:79961137324

SN - 9783902661111

VL - 6

SP - 72

EP - 77

BT - IFAC Proceedings Volumes (IFAC-PapersOnline)

T2 - 6th IFAC Workshop on Time Delay Systems, TDS 2006

Y2 - 10 July 2006 through 12 July 2006