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Details for article 2 of 9 found articles
| Title: |
A solution of the filtering and smoothing problems for uncertain-stochastic linear dynamic systems |
| Author: |
Pankov, Alexei R. Borisov, Andrei V. |
| Appeared in: |
International journal of control |
| Paging: | Volume 60 (1994) nr. 3 pages 413-423 |
| Year: |
1994-09-01 |
| Contents: |
The authors present new filtering algorithms for uncertain-stochastic dynamic systems, which are optimal in the sense of a minimax-stochastic criterion. These algorithms allow us to estimate the state vector of dynamic systems given incomplete a priori information about the system characteristics and using observations of the state and input signals. The filtering algorithm is used to construct an optimal two-filter smoothing algorithm for pure uncertain dynamic systems. These algorithms are numerically tested. Results are compared with the results of Kalman filtering and smoothing in the case of complete information about the input signal characteristics. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 2 of 9 found articles
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