Filtering for stochastic systems in the case of continuous observation channels with memory of arbitrary multiplicity and anomalous noise

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

3 Citations (Scopus)

Abstract

In the paper the optimal in the mean-square sense unbiased filter is developed. We focused on the case of the observation channel with memory and anomalous noises with unknown mean. A proof of the optimality criterion is presented.

Original languageEnglish
Title of host publication2016 International Siberian Conference on Control and Communications, SIBCON 2016 - Proceedings
PublisherInstitute of Electrical and Electronics Engineers Inc.
ISBN (Electronic)9781467383837
DOIs
Publication statusPublished - 14 Jun 2016
Event2016 International Siberian Conference on Control and Communications, SIBCON 2016 - Moscow, Russian Federation
Duration: 12 May 201614 May 2016

Other

Other2016 International Siberian Conference on Control and Communications, SIBCON 2016
CountryRussian Federation
CityMoscow
Period12.5.1614.5.16

Fingerprint

Stochastic systems
Optimality Criteria
Stochastic Systems
Mean Square
Anomalous
Multiplicity
Filtering
Filter
Data storage equipment
Unknown
Arbitrary
Observation

Keywords

  • filtering
  • memory
  • observations
  • stochastic process

ASJC Scopus subject areas

  • Signal Processing
  • Control and Systems Engineering
  • Electrical and Electronic Engineering
  • Modelling and Simulation
  • Computer Networks and Communications

Cite this

Natalinova, N. M., Rozhkova, O. V., Moldovanova, E. A., Ilina, N. L., & Demin, N. S. (2016). Filtering for stochastic systems in the case of continuous observation channels with memory of arbitrary multiplicity and anomalous noise. In 2016 International Siberian Conference on Control and Communications, SIBCON 2016 - Proceedings [7491866] Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/SIBCON.2016.7491866

Filtering for stochastic systems in the case of continuous observation channels with memory of arbitrary multiplicity and anomalous noise. / Natalinova, Nataliya Mihajlovna; Rozhkova, O. V.; Moldovanova, Evgeniia Alexandrovna; Ilina, N. L.; Demin, N. S.

2016 International Siberian Conference on Control and Communications, SIBCON 2016 - Proceedings. Institute of Electrical and Electronics Engineers Inc., 2016. 7491866.

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

Natalinova, NM, Rozhkova, OV, Moldovanova, EA, Ilina, NL & Demin, NS 2016, Filtering for stochastic systems in the case of continuous observation channels with memory of arbitrary multiplicity and anomalous noise. in 2016 International Siberian Conference on Control and Communications, SIBCON 2016 - Proceedings., 7491866, Institute of Electrical and Electronics Engineers Inc., 2016 International Siberian Conference on Control and Communications, SIBCON 2016, Moscow, Russian Federation, 12.5.16. https://doi.org/10.1109/SIBCON.2016.7491866
Natalinova NM, Rozhkova OV, Moldovanova EA, Ilina NL, Demin NS. Filtering for stochastic systems in the case of continuous observation channels with memory of arbitrary multiplicity and anomalous noise. In 2016 International Siberian Conference on Control and Communications, SIBCON 2016 - Proceedings. Institute of Electrical and Electronics Engineers Inc. 2016. 7491866 https://doi.org/10.1109/SIBCON.2016.7491866
Natalinova, Nataliya Mihajlovna ; Rozhkova, O. V. ; Moldovanova, Evgeniia Alexandrovna ; Ilina, N. L. ; Demin, N. S. / Filtering for stochastic systems in the case of continuous observation channels with memory of arbitrary multiplicity and anomalous noise. 2016 International Siberian Conference on Control and Communications, SIBCON 2016 - Proceedings. Institute of Electrical and Electronics Engineers Inc., 2016.
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AU - Demin, N. S.

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