Transfer functions of optimum filters of different dynamic orders for discrete systems
DOI10.3103/S0278641921020035zbMATH Open1471.93267OpenAlexW3210215198MaRDI QIDQ822229FDOQ822229
Authors: M. A. Kamenshchikov 
Publication date: 21 September 2021
Published in: Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3103/s0278641921020035
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transfer functionunbiased estimateoptimization problemcanonical formmean-square errordynamic orderfunctional filter
Filtering in stochastic control theory (93E11) Canonical structure (93B10) Discrete-time control/observation systems (93C55) Observers (93B53)
Cites Work
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- Introduction to stochastic control theory
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- Unbiased minimum variance estimation for systems with unknown exogenous inputs
- State observers for linear systems with uncertainty
- Observers for linear systems
- Minimal functional observers
- Filtering theory. With applications to fault detection, isolation, and estimation.
- A procedure for constructing optimum functional filters for linear stationary stochastic systems
- On the optimal unbiased functional filtering
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