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Publikace
Detail publikace
Citace
: A new approach to stochastic causal system continualization . MED'03, p. 1-6, IEEE , Athens , 2003.
Abstrakt
This paper deals with a solution to the estimetion task of continuous-time system state variables measurement of which is influenced by noise in a singular fashion. Naturally, the estimation problem is well known as the Kalman filtering in case of a regular task but such a solution fails if the problem is singular. The presented solution is based on a recently submitted new approach to system theory which requires accurate system description corresponding to our observations of the real world. This is why the discrete-time stochastic causal system is the only one to define directly while the continuous-time is regarded as a limit case of a suitable sequence of discrete-time systems. The transformation process leading from the discrete-time to the continuous-time domain is called the continualisation process. The obtained solution necessarily utilizes backward derivatives.
Detail publikace
| Název: | A new approach to stochastic causal system continualization |
|---|---|
| Autor: | Arnošt, R. ; Žampa, P. |
| Jazyk publikace: | anglicky |
| Datum vydání: | 18.6.2003 |
| Rok vydání: | 2003 |
| Typ publikace: | Stať ve sborníku |
| Název časopisu / knihy: | MED'03 |
| Strana: | 1 - 6 |
| ISBN: | 9608770602 |
| Nakladatel: | IEEE |
| Místo vydání: | Athens |
| Datum: | 18.6.2003 - 20.6.2003 |
Klíčová slova
system theory, stochastic causal system, diffusion system
BibTeX
@INPROCEEDINGS{ArnostR_2003_Anewapproachto,
author = {Arno\v{s}t, R. and \v{Z}ampa, P.},
title = {A new approach to stochastic causal system continualization},
year = {2003},
publisher = {IEEE },
journal = {MED'03},
address = {Athens },
pages = {1-6},
ISBN = {9608770602 },
url = {http://www.kky.zcu.cz/en/publications/ArnostR_2003_Anewapproachto},
}