Filtering for Stochastic Systems in the Case of Continuous Observation Channels with Memory of Arbitrary Multiplicity and Anomalous Noise

Bibliographic Details
Parent link:Control and Communications (SIBCON): Proceedings of the XII International Siberian Conference, Moscow, May 12-14, 2016. [6 p.].— , 2016
Corporate Author: Национальный исследовательский Томский политехнический университет (ТПУ) Институт кибернетики (ИК) Кафедра вычислительной техники (ВТ)
Other Authors: Natalinova N. M. Nataliya Mikhailovna, Rozhkova O. V. Olga Vladimirovna, Moldovanova E. A. Evgeniya Aleksandrovna, Iljina N. L. Nataljya Lavrentjevna, Demin N. S. Nikolay Serapionovich
Summary:Title screen
In the paper the optimal in the mean-square senseunbiased filter is developed. We focused on the case of theobservation channel with memory and anomalous noises withunknown mean. A proof of the optimality criterion is presented.
Published: 2016
Subjects:
Online Access:http://dx.doi.org/10.1109/SIBCON.2016.7491866
Format: Electronic Book Chapter
KOHA link:https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=648823