Constructive Filtering Algorithms for Delayed Systems With Uncertain Statistics
2003 ◽
Vol 125
(2)
◽
pp. 229-235
◽
Keyword(s):
A stochastic optimal guaranteed estimation problem for dynamic delayed systems with uncertain statistics is considered. The solution of this problem reduces to a complex nonsmooth extremal problem. To obtain an approximate solution, the nonsmooth problem is replaced by a smooth one. Constructive filtering algorithms are obtained from an approximate solution of the smooth problem under the assumption that the delay is small in comparison with the observation time. Estimates for the nonoptimality levels of the proposed filtering algorithms are derived.
1994 ◽
Vol 39
(6)
◽
pp. 1282-1286
◽
1994 ◽
Vol 39
(3)
◽
pp. 635-639
◽
2005 ◽
Vol 219
(9)
◽
pp. 1099-1107
◽
1989 ◽
Vol 53
(2)
◽
pp. 193-197
◽
1987 ◽
Vol 45
◽
pp. 908-909