Constructive Filtering Algorithms for Delayed Systems With Uncertain StatisticsSource: Journal of Dynamic Systems, Measurement, and Control:;2003:;volume( 125 ):;issue: 002::page 229Author:N. K. Ahmedova
,
Faculty of Mechanics and Mathematics
,
V. B. Kolmanovskii
,
A. I. Matasov
,
Faculty of Mechanics and Mathematics
DOI: 10.1115/1.1569951Publisher: The American Society of Mechanical Engineers (ASME)
Abstract: 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.
keyword(s): Filtration , Algorithms , Delays , Equations AND Theorems (Mathematics) ,
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| contributor author | N. K. Ahmedova | |
| contributor author | Faculty of Mechanics and Mathematics | |
| contributor author | V. B. Kolmanovskii | |
| contributor author | A. I. Matasov | |
| contributor author | Faculty of Mechanics and Mathematics | |
| date accessioned | 2017-05-09T00:09:48Z | |
| date available | 2017-05-09T00:09:48Z | |
| date copyright | June, 2003 | |
| date issued | 2003 | |
| identifier issn | 0022-0434 | |
| identifier other | JDSMAA-26317#229_1.pdf | |
| identifier uri | http://yetl.yabesh.ir/yetl/handle/yetl/128139 | |
| description abstract | 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. | |
| publisher | The American Society of Mechanical Engineers (ASME) | |
| title | Constructive Filtering Algorithms for Delayed Systems With Uncertain Statistics | |
| type | Journal Paper | |
| journal volume | 125 | |
| journal issue | 2 | |
| journal title | Journal of Dynamic Systems, Measurement, and Control | |
| identifier doi | 10.1115/1.1569951 | |
| journal fristpage | 229 | |
| journal lastpage | 235 | |
| identifier eissn | 1528-9028 | |
| keywords | Filtration | |
| keywords | Algorithms | |
| keywords | Delays | |
| keywords | Equations AND Theorems (Mathematics) | |
| tree | Journal of Dynamic Systems, Measurement, and Control:;2003:;volume( 125 ):;issue: 002 | |
| contenttype | Fulltext |