Anisotropy-based filtering for linear discrete time-varying systems with multiplicative noises on a finite horizon

DOI10.1134/S0005117921060023MaRDI QIDQ1982841zbMATH OpenOpenAlexFDO

Authors I. R. Belov

Publication date 14 September 2021

Published in Automation and Remote Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s0005117921060023

zbMATH Keywords

anisotropic normanisotropydiscrete systemfiltering problemmeasurement dropoutsmultiplicative noise

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Filtering in stochastic control theory (93E11)

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Cites work

• \(H_{\infty}\) control and filtering of discrete-time stochastic systems with multiplicative noise
• A linear quadratic control for discrete systems with random parameters and multiplicative noise and its application to investment portfolio optimization
• Anisotropy of signals and entropy of linear stationary systems
• Anisotropy-based robust performance analysis of finite horizon linear discrete time varying systems
• scientific article; zbMATH DE number 44406 (Why is no real title available?)
• scientific article; zbMATH DE number 1226464 (Why is no real title available?)
• Monotonicity and convexity properties of matrix Riccati equations
• State estimation and control synthesis for discrete linear systems with additive and multiplicative noise
• Stochastic Optimal Control and Estimation Methods Adapted to the Noise Characteristics of the Sensorimotor System
• Suboptimal anisotropic filtering in a finite horizon
• The Schur complement and its applications
• Time-varying discrete Riccati equation: Some monotonicity results

Cited in

(6)

• Anisotropy-based approach to communication tuning for a time-varying sensor network system
• Suboptimal anisotropic filtering for linear discrete nonstationary systems with uncentered external disturbance
• Anisotropy-based analysis for finite horizon time-varying systems with non-centered disturbances
• Suboptimal anisotropic filtering in a finite horizon
• Anisotropy-based suboptimal filtering for the linear discrete time-invariant systems
• Anisotropy-based multicriteria time-varying filtering on finite horizon

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