A discretization method in designing an optimal filter for systems with delay (Q1178567): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Latest revision as of 23:34, 4 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A discretization method in designing an optimal filter for systems with delay |
scientific article |
Statements
A discretization method in designing an optimal filter for systems with delay (English)
0 references
26 June 1992
0 references
The author transforms a filtration problem for finite-dimensional linear Ito equations with delay and addition white noise into a ``classical'' Hilbert space valued filtration problem with finite-dimensional observations. The semigroup theory of linear operators is used. Then the filter is determined by a discrete-time approximation explicitly.
0 references
stochastic evolution equations
0 references
Ito equations
0 references
white noise
0 references
discrete-time approximation
0 references
