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 |
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Keywords
- Extrapolation
- Filtering
- Interpolation
- Memory
- Stochastic systems
- Time-delay
ASJC Scopus subject areas
- Control and Systems Engineering
Cite this
Dyomin, N., & Rozhkova, S. (2006). Continuous-discrete estimation of stochastic processes over memory (time-delay) observations with anomalous noises. In IFAC Proceedings Volumes (IFAC-PapersOnline) (PART 1 ed., Vol. 6, pp. 72-77)