Nonminimax filtering in unknown irregular constrained observation noise

被引：2
|
作者：
Granichin, ON [1 ]
机构：
[1] St Petersburg State Univ, St Petersburg 198904, Russia
来源：
AUTOMATION AND REMOTE CONTROL | 2002年 / 63卷 / 09期
关键词：
Mechanical Engineer; White Noise; System Theory; Random Process; Linear Filter;
D O I：
10.1023/A:1020090422744
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
A new formulation of prediction of the values of a random process generated by white noise passing through a linear filter was discussed. It was assumed that observations were carried out in an unknown irregular constrained noise and the coefficients of signal transformation in the observation channel were unknown random variables. A randomized variant of the linear predicting filter which, under certain conditions, is superior to the minimax algorithms was proposed.
引用
收藏
页码：1482 / 1488
页数：7
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