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Avtomatika i Telemekhanika, 1984, Issue 2, Pages 66–71
(Mi at4610)
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Stochastic Systems
Adaptive filtering of signals with random rates of variations in the structure of a dynamic system
V. A. Bukhalev, I. E. Kazakov Moscow
Abstract:
In the dynamic system with a random stepwise varying structure the times of transitions from one structural state into another make conditional Poisson flows. Some noise-contaminated functions of phase coordinates are observed. Adaptive filtering equations are found which dictate the distribution laws and estimates of phase coordinates, structure states, and transition rates.
Received: 12.07.1982
Citation:
V. A. Bukhalev, I. E. Kazakov, “Adaptive filtering of signals with random rates of variations in the structure of a dynamic system”, Avtomat. i Telemekh., 1984, no. 2, 66–71; Autom. Remote Control, 45:2 (1984), 199–203
Linking options:
https://www.mathnet.ru/eng/at4610 https://www.mathnet.ru/eng/at/y1984/i2/p66
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