DocumentCode
1850522
Title
On filtering problems over observations with delays
Author
Basin, Michael V. ; Llanes, Mario A Villanueva ; Guzman, Irma R Valadez
Author_Institution
Dept. of Electr. & Mech. Eng., Autonomous Univ. of Nuevo Leon, Mexico
Volume
5
fYear
1999
fDate
1999
Firstpage
4572
Abstract
Optimal filtering equations over observations with delays are obtained for an Ito-Volterra process, proceeding from discontinuous observations of the Ito-Volterra type. It is shown that the designed filter can be significantly simplified for a dynamic system state governed by a differential equation. The filtering problems are considered over observations with single time delay, multiple delays, and a set of delays of the continuum power
Keywords
Kalman filters; Volterra equations; delays; filtering theory; observers; probability; Ito-Volterra process; continuum power; discontinuous observations; dynamic system state; observations; optimal filtering equations; Closed-form solution; Delay effects; Delay estimation; Differential equations; Filtering; Kalman filters; Mechanical engineering; Process design; Random processes; State estimation;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1999. Proceedings of the 38th IEEE Conference on
Conference_Location
Phoenix, AZ
ISSN
0191-2216
Print_ISBN
0-7803-5250-5
Type
conf
DOI
10.1109/CDC.1999.833263
Filename
833263
Link To Document