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Avtomatika i Telemekhanika, 2005, Issue 1, Pages 59–71 (Mi at1309)  
This article is cited in 15 scientific papers (total in 15 papers)

Stochastic Systems

Filtration of a random process in a statistically uncertain linear stochastic differential system

G. B. Miller, A. R. Pankov

Moscow Aviation Institute
Full-text PDF (265 kB) Citations (15)
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Abstract: Minimax filtration of a process in a stochastic linear differential system with uncertain perturbation intensities for dynamics and observation models is studied. The filter is optimized by an integral quality criterion. Minimax filtering equations are derived from the solution of the dual optimization problem. A numerical filter designing method is described and its convergence is proved. Results of numerical experiments are given.
Presented by the member of Editorial Board: A. V. Nazin

Received: 29.12.2003
English version:
Automation and Remote Control, 2005, Volume 66, Issue 1, Pages 53–64
DOI: https://doi.org/10.1007/s10513-005-0006-4
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: G. B. Miller, A. R. Pankov, “Filtration of a random process in a statistically uncertain linear stochastic differential system”, Avtomat. i Telemekh., 2005, no. 1, 59–71; Autom. Remote Control, 66:1 (2005), 53–64
Citation in format AMSBIB
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\by G.~B.~Miller, A.~R.~Pankov
\paper Filtration of a~random process in a~statistically uncertain linear stochastic differential system
\jour Avtomat. i Telemekh.
\yr 2005
\issue 1
\pages 59--71
\mathnet{http://mi.mathnet.ru/at1309}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2125952}
\zmath{https://zbmath.org/?q=an:1130.93425}
\transl
\jour Autom. Remote Control
\yr 2005
\vol 66
\issue 1
\pages 53--64
\crossref{https://doi.org/10.1007/s10513-005-0006-4}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-14844340647}
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    • This publication is cited in the following 15 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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