Publications
Detail of publication
Citation
p. 1-6, IEEE , Athens , 2003. : A new approach to stochastic causal system continualization . MED'03,
Abstract
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 of publication
Title: | A new approach to stochastic causal system continualization |
---|---|
Author: | Arnošt, R. ; Žampa, P. |
Language: | English |
Date of publication: | 18 Jun 2003 |
Year: | 2003 |
Type of publication: | Papers in proceedings of reviewed conferences |
Title of journal or book: | MED'03 |
Page: | 1 - 6 |
ISBN: | 9608770602 |
Publisher: | IEEE |
Address: | Athens |
Date: | 18 Jun 2003 - 20 Jun 2003 |
Keywords
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}, }