Filtering of measurement errors in the estimation of a linear transformation of a useful signal

zbMATH Open0810.93068MaRDI QIDQ1335698FDOQ1335698

Authors: V. A. Leonov, B. K. Poplavskii 

Publication date: 8 November 1994

Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)

Recommendations

• scientific article; zbMATH DE number 20793
• Minimax filtration of linear transformations of stationary sequences
• Optimal linear filter for estimation with identification of measurements
• scientific article; zbMATH DE number 37802
• Linear estimation for statistically uncertain systems

zbMATH Keywords

algorithmlinear transformationestimates of different characteristics of processesinvariance under measurement noise

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Observability (93B07) Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10) Transformations (93B17)

Cited In (2)

• Estimate accuracy versus measurement cost saving in continuous time linear filtering problems
• Estimation of the error of the approximation method of measurement of integrated characteristics on the separate instant values connected with transitions of signals through the zero

This page was built for publication: Filtering of measurement errors in the estimation of a linear transformation of a useful signal

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1335698)