Title :
Optimal signal processing for uncertain-stochastic systems
Author :
Borisov, A.V. ; Pankov, A.R.
Author_Institution :
Dept. of Appl. Math., Moscow Aviation Inst., Moscow, USSR
Abstract :
A recursive filtering algorithm for uncertain stochastic systems with partially observable inputs is derived. The statistical properties of the estimates are investigated. A fixed-interval smoothing algorithm based on the two-filter approach is presented
Keywords :
filtering and prediction theory; signal processing; stochastic systems; fixed-interval smoothing algorithm; optimal signal processing; partially observable inputs; recursive filtering algorithm; statistical properties; two-filter approach; uncertain stochastic systems; Covariance matrix; Discrete wavelet transforms; Filtering algorithms; Information filtering; Information filters; Mathematics; Nonlinear filters; Recursive estimation; Signal processing; Signal processing algorithms; Smoothing methods; Stochastic systems;
Conference_Titel :
Decision and Control, 1991., Proceedings of the 30th IEEE Conference on
Conference_Location :
Brighton
Print_ISBN :
0-7803-0450-0
DOI :
10.1109/CDC.1991.261116
