Estimation of continuously differentiable signal with allowance for constraints

DOI10.1134/S0005117911070149MaRDI QIDQ650003zbMATH OpenFDO

Authors S. P. Dmitriev, D. A. Koshaev

Publication date 25 November 2011

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

zbMATH Keywords

perturbationestimation of a piecewise-polynomially representable signalstochastic description

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Perturbations in control/observation systems (93C73) Estimation and detection in stochastic control theory (93E10)

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• An adaptive optimal controller wherein the order of an observer and the time of extrapolation are both variable
• Convex Analysis

Cited in

(2)

• Guaranteed estimation of signals with bounded variances of derivatives
• Differentiation of a signal with bounded variances of derivatives in the presence of noise

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