Filtering in Stochastic Systems: Analysis for the case of continuous observations with memory of arbitrary multiplicity; Journal of Physics: Conference Series; Vol. 803 : Information Technologies in Business and Industry (ITBI2016)

Manylion Llyfryddiaeth
Parent link:Journal of Physics: Conference Series
Vol. 803 : Information Technologies in Business and Industry (ITBI2016).— 2017.— [012129, 8 p.]
Awduron Corfforaethol: Национальный исследовательский Томский политехнический университет (ТПУ) Физико-технический институт (ФТИ) Кафедра высшей математики и математической физики (ВММФ), Национальный исследовательский Томский политехнический университет (ТПУ) Институт кибернетики (ИК)
Awduron Eraill: Rozhkova O. V. Olga Vladimirovna, Demin N. S., Li J., Moldovanova E. A. Evgeniya Aleksandrovna, Natalinova N. M. Nataliya Mikhailovna, Genkel V. A.
Crynodeb:Title screen
We consider stochastic systems with continuous time over observations with memory in the presence of an anomalous noise. The paper is devoted to analysis of some properties of an optimal unbiased in mean-square sense filter. In the case of anomalous noises action in the observation channel with memory, we have proved insensitivity of the filter to inaccurate knowledge of the matrix of anomalous noise intensity and its equivalence to a truncated filter constructed only over non-anomalous components of an observation vector.
Iaith:Saesneg
Cyhoeddwyd: 2017
Pynciau:
Mynediad Ar-lein:http://dx.doi.org/10.1088/1742-6596/803/1/012129
http://earchive.tpu.ru/handle/11683/38182
Fformat: Electronig Pennod Llyfr
KOHA link:https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=654413