Transfer functions of optimum filters of different dynamic orders for discrete systems

DOI10.3103/S0278641921020035zbMath1471.93267OpenAlexW3210215198MaRDI QIDQ822229

M. A. Kamenshchikov

Publication date: 21 September 2021

Published in: Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s0278641921020035

zbMATH Keywords

transfer functionoptimization problemcanonical formmean-square errorunbiased estimatedynamic orderfunctional filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Canonical structure (93B10) Observers (93B53)

Related Items (1)

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

Cites Work

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• Unbiased minimum variance estimation for systems with unknown exogenous inputs
• A procedure for constructing optimum functional filters for linear stationary stochastic systems
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• Introduction to stochastic control theory
• On the optimal unbiased functional filtering

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