Derivation of a Kalman-type filter for linear systems with pointwise delay in signal noise

DOI10.1186/s13661-022-01646-6zbMath1505.93262OpenAlexW4296137209WikidataQ114061284 ScholiaQ114061284MaRDI QIDQ2098248

Agamirza E. Bashirov, Kinda Abuasbeh

Publication date: 17 November 2022

Published in: Boundary Value Problems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13661-022-01646-6

zbMATH Keywords

linear systemdelayKalman filterboundary value problemwhite noise

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Control/observation systems governed by partial differential equations (93C20) Linear systems in control theory (93C05) Boundary value problems for systems of nonlinear first-order PDEs (35F60)

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