Avtomatika i Telemekhanika
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Avtomat. i Telemekh.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

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)
References:
PDF
HTML
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
\Bibitem{MilPan05}
\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}
Linking options:
  • https://www.mathnet.ru/eng/at1309
  • https://www.mathnet.ru/eng/at/y2005/i1/p59
    • This publication is cited in the following 15 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Avtomatika i Telemekhanika
    Statistics & downloads:
    Abstract page:455
    Full-text PDF :149
    References:53
    First page:1
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024