DocumentCode
842624
Title
Filtering for linear systems involving time delays in the noise process
Author
Medrano-cerda, Gustavo A.
Author_Institution
Imperial College of Science and Technology, London, England
Volume
28
Issue
7
fYear
1983
fDate
7/1/1983 12:00:00 AM
Firstpage
801
Lastpage
803
Abstract
The filtered estimate of a linear system with delays in the noise satisfies a stochastic functional differential equation. The optimal filter is characterized by two gains which are the unique solution of two coupled Riccati-type differential equations.
Keywords
Delay systems, linear; Linear systems, stochastic; State estimation, linear systems; Stochastic systems, linear; Delay effects; Delay estimation; Delay lines; Delay systems; Differential equations; Filtering; Linear systems; Nonlinear filters; Stochastic resonance; Stochastic systems;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1983.1103318
Filename
1103318
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