Simplified estimation algorithms for systems with after-effect and a small parameter

MaRDI QIDQ1851524zbMATH OpenFDO

Authors Xuerong Mao, A. I. Matasov

Publication date 8 January 2003

Published in Moscow University Mechanics Bulletin (Search for Journal in Brave)

zbMATH Keywords

delayfilteringmean squareoptimal filteringreduced filter

Mathematics Subject Classification ID

System structure simplification (93B11) Control/observation systems governed by functional-differential equations (93C23) Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20)

Review text

The authors consider the problem on mean square filtering for a linear dynamical system with after-effect containing a small parameter. A guaranteed nonoptimality level of the reduced filter is constructed. The numerical examples show that the use of the reduced filters influence nonessentially the accuracy of estimation.

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Cited in

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