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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
Full-text PDF (1083 kB)
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
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