Filtering for linear systems involving time delays in the noise process

DOI10.1109/TAC.1983.1103318zbMath0531.93059OpenAlexW1979556130MaRDI QIDQ3313746

Gustavo A. Medrano-Cerda

Publication date: 1983

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1983.1103318

zbMATH Keywords

stochastic functional differential equationinnovations processtime delays in the noise process

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Linear systems in control theory (93C05) Signal detection and filtering (aspects of stochastic processes) (60G35) Special processes (60K99) Functional-differential equations (including equations with delayed, advanced or state-dependent argument) (34K99)

Related Items (2)

On state estimation and control in discrete-time systems of linear type ⋮ Optimal Estimation of A Class of Linear Time‐Delay Uncertain Systems

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