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, 1980, Issue 8, Pages 64–69 (Mi at7153)  

Stochastic Systems

A suboptimal filter for estimating the state of a continuous linear system from discrete observations

V. N. Ovcharenko

Moscow
Abstract: Reference [1] has suggested a method to design a suboptimal filter of specified order for estimating the state of a dynamic system described by stochastic linear differential or difference equations. This article extends the method to dynamic systems described by stochastic linear differential equations with observation, at discrete times, or vector components where each component is a linear combination of the dynamic system state vector components.

Received: 27.11.1979
Bibliographic databases:
Document Type: Article
UDC: 62-505.16
Language: Russian
Citation: V. N. Ovcharenko, “A suboptimal filter for estimating the state of a continuous linear system from discrete observations”, Avtomat. i Telemekh., 1980, no. 8, 64–69; Autom. Remote Control, 41:8 (1981), 1093–1097
Citation in format AMSBIB
\Bibitem{Ovc80}
\by V.~N.~Ovcharenko
\paper A suboptimal filter for estimating the state of a continuous linear system from discrete observations
\jour Avtomat. i Telemekh.
\yr 1980
\issue 8
\pages 64--69
\mathnet{http://mi.mathnet.ru/at7153}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=627380}
\zmath{https://zbmath.org/?q=an:0462.93037}
\transl
\jour Autom. Remote Control
\yr 1981
\vol 41
\issue 8
\pages 1093--1097
Linking options:
  • https://www.mathnet.ru/eng/at7153
  • https://www.mathnet.ru/eng/at/y1980/i8/p64
  • 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:88
    Full-text PDF :43
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024