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Optimal Filtration of the State Vector of a Continuous Linear Stochastic Dynamic System with the Modular Structure of a Measuring Complex

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Abstract

The filtration equations for the state vector of a continuous linear stochastic dynamic system are derived in the case in which a measuring complex consists of individual modules and each module forms a particular output estimate.

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REFERENCES

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  4. S. P. Moiseeva and R. T. Yakupov, in: Statistical Data Processing and Complex Systems Control. Vol. 2 [in Russian], Publishing House of Tomsk State University, Tomsk (2000), pp. 94-97.

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Authors and Affiliations

  1. Anzhero-Sudzhensk Affiliate of the Kemerovo State University, Russia

    S. P. Moiseeva & R. T. Yakupov

Authors
  1. S. P. Moiseeva
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  2. R. T. Yakupov
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Moiseeva, S.P., Yakupov, R.T. Optimal Filtration of the State Vector of a Continuous Linear Stochastic Dynamic System with the Modular Structure of a Measuring Complex. Russian Physics Journal 44, 14–17 (2001). https://doi.org/10.1023/A:1011396332114

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  • DOI: https://doi.org/10.1023/A:1011396332114

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