DocumentCode
3468327
Title
Optimal signal processing for uncertain-stochastic systems
Author
Borisov, A.V. ; Pankov, A.R.
Author_Institution
Dept. of Appl. Math., Moscow Aviation Inst., Moscow, USSR
fYear
1991
fDate
11-13 Dec 1991
Firstpage
3082
Abstract
A recursive filtering algorithm for uncertain stochastic systems with partially observable inputs is derived. The statistical properties of the estimates are investigated. A fixed-interval smoothing algorithm based on the two-filter approach is presented
Keywords
filtering and prediction theory; signal processing; stochastic systems; fixed-interval smoothing algorithm; optimal signal processing; partially observable inputs; recursive filtering algorithm; statistical properties; two-filter approach; uncertain stochastic systems; Covariance matrix; Discrete wavelet transforms; Filtering algorithms; Information filtering; Information filters; Mathematics; Nonlinear filters; Recursive estimation; Signal processing; Signal processing algorithms; Smoothing methods; Stochastic systems;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1991., Proceedings of the 30th IEEE Conference on
Conference_Location
Brighton
Print_ISBN
0-7803-0450-0
Type
conf
DOI
10.1109/CDC.1991.261116
Filename
261116
Link To Document