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
Continuous-discrete estimation of stochastic processes over memory (time-delay) observations with anomalous noises. / Dyomin, Nikolai; Rozhkova, Svetlana.
IFAC Proceedings Volumes (IFAC-PapersOnline). Vol. 6 PART 1. ed. 2006. p. 72-77.Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
}
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
UR - http://www.scopus.com/inward/record.url?scp=79961137324&partnerID=8YFLogxK
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)
ER -