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

Nikolai Dyomin, Svetlana Rozhkova

Research output: Chapter in Book/Report/Conference proceedingConference contribution

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 languageEnglish
Title of host publicationIFAC Proceedings Volumes (IFAC-PapersOnline)
Pages72-77
Number of pages6
Volume6
EditionPART 1
Publication statusPublished - 2006
Event6th IFAC Workshop on Time Delay Systems, TDS 2006 - L'Aquila, Italy
Duration: 10 Jul 200612 Jul 2006

Other

Other6th IFAC Workshop on Time Delay Systems, TDS 2006
CountryItaly
CityL'Aquila
Period10.7.0612.7.06

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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)