Filtering in stochastic dynamic systems with anomalous interference in the observation channel. I: Continuous-time systems (Q1904776)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Filtering in stochastic dynamic systems with anomalous interference in the observation channel. I: Continuous-time systems |
scientific article; zbMATH DE number 830306
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Filtering in stochastic dynamic systems with anomalous interference in the observation channel. I: Continuous-time systems |
scientific article; zbMATH DE number 830306 |
Statements
Filtering in stochastic dynamic systems with anomalous interference in the observation channel. I: Continuous-time systems (English)
0 references
8 January 1996
0 references
The problem of synthesizing an unbiased, optimal in the mean-squared sense, and linear filter when an anomalous interference of unknown mean acts on an arbitrary collection of components of the observation vector in the observation channel, is solved for statistical Kalman continuous-time systems. The invariance of the filter in the intensity matrix of the anomalous interference is established. The procedure of eliminating the anomalous components of the observation vector is shown to be optimal in the sense that the mean-squared estimate error is minimal.
0 references
Kalman filter
0 references
Kalman filter divergence
0 references
linear filter
0 references
