| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 723545 | IFAC Proceedings Volumes | 2006 | 6 Pages |
Abstract
The joint synthesis of mean square optimal (MSO) unbiased filter-interpolator-extrapolator (FIE) is performed. It is supposed that these processes depend not only on the current values of an unobserved process but on an arbitrary number of its preceding values, and anomalous noise occurs in discrete observations. The properties of MSO FIE are investigated.
Related Topics
Physical Sciences and Engineering
Engineering
Computational Mechanics
Authors
Nikolai Dyomin, Svetlana Rozhkova,