DocumentCode
3033475
Title
On filtering problems over Ito-Volterra observations
Author
Basin, Michael V. ; Llanes, Mario A Villanueva
Author_Institution
Dept. of Electr. & Mech. Eng., Autonomous Univ. of Nuevo Leon, Mexico
Volume
5
fYear
1999
fDate
1999
Firstpage
3407
Abstract
In this paper, the Kalman-Bucy filter is designed for an Ito-Volterra process over Ito-Volterra observations that cannot be reduced to the case of a differential observation equation. The Kalman-Bucy filter is then designed for an Ito-Volterra process over discontinuous Ito-Volterra observations
Keywords
Kalman filters; Volterra equations; differential equations; filtering theory; matrix algebra; probability; state estimation; Ito-Volterra observations; Kalman-Bucy filter; differential equation; filtering; matrix algebra; probability; state estimation; Differential equations; Filtering; Filters; Mechanical engineering; Optimal control; Random processes; State estimation;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 1999. Proceedings of the 1999
Conference_Location
San Diego, CA
ISSN
0743-1619
Print_ISBN
0-7803-4990-3
Type
conf
DOI
10.1109/ACC.1999.782397
Filename
782397
Link To Document