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

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

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  • 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