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Comparative analysis of optimal filters of the second and third order for continuous-time systems

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Publication:2070467
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DOI10.1134/S0012266121110112zbMath1481.93130OpenAlexW4206988825WikidataQ115249087 ScholiaQ115249087MaRDI QIDQ2070467

M. A. Kamenshchikov, Vasily V. Fomichev

Publication date: 24 January 2022

Published in: Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0012266121110112


Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Canonical structure (93B10)


Related Items

Synthesis of suboptimal filters for multivariable multicriteria discrete systems



Cites Work

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  • Transfer functions of optimum filters of different dynamic orders for discrete systems
  • Filtering theory. With applications to fault detection, isolation, and estimation.
  • Observers for linear systems
  • A procedure for constructing optimum functional filters for linear stationary stochastic systems
  • Introduction to stochastic control theory
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