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Avtomatika i Telemekhanika, 1985, Issue 6, Pages 67–76
(Mi at7034)
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Stochastic Systems
Filtering and analysis of linear discrete control systems under a nonparametric specification of the correlated noises
V. V. Kondrat'yeva, A. A. Kocheshkov a Gor'kii
Abstract:
Algorithms of conditionally optimal filtering and analysis in closed-loop linear control systems with correlated noise are synthesized from nonparametric description of truncated sampled-data covariance functions, the state space needing no expansion. The algorithms are compared in terms of computing effectiveness.
Received: 16.04.1984
Citation:
V. V. Kondrat'yev, A. A. Kocheshkov, “Filtering and analysis of linear discrete control systems under a nonparametric specification of the correlated noises”, Avtomat. i Telemekh., 1985, no. 6, 67–76; Autom. Remote Control, 46 (1985), 736–744
Linking options:
https://www.mathnet.ru/eng/at7034 https://www.mathnet.ru/eng/at/y1985/i6/p67
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Statistics & downloads: |
Abstract page: | 109 | Full-text PDF : | 39 |
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