On filtering over Îto-Volterra observations

Michael V.Basin

首页> 外文期刊>International journal of stochastic analysis >On filtering over Îto-Volterra observations

【24h】

On filtering over Îto-Volterra observations

机译：关于Îto-Volterra观测值的过滤

获取原文

掌桥外文数据库（机构版） >>

开具论文收录证明 >>

文献代查 >>

页面导航

摘要
著录项
相似文献
相关主题

摘要

In this paper, the Kalman-Bucy filter is designed for an Îto-Volterra process over Ito-Volterra observations that cannot be reduced to the case of a differential observation equation. The Kalman-Bucy filter is then designed for an Ito-Volterra process over discontinuous Ito-Volterra observations. Based on the obtained results, the filtering problem over discrete observations with delays is solved. Proofs of the theorems substantiating the filtering algorithms are given.

机译：在本文中，卡尔曼-Bucy滤波器是针对Ito-Volterra观测的Îto-Volterra过程而设计的，不能将其简化为微分观测方程的情况。然后将卡尔曼-Bucy滤波器设计用于在不连续的Ito-Volterra观测上进行Ito-Volterra过程。根据获得的结果，解决了具有时滞的离散观测值的滤波问题。给出了证明滤波算法的定理证明。

著录项

来源
《International journal of stochastic analysis》 |2000年第4期|共18页
作者
Michael V.Basin;
展开▼
作者单位

展开▼
收录信息
原文格式 PDF
正文语种
中图分类应用数学;
关键词

相似文献

外文文献
中文文献
专利

1. Evaluating Effects of Observational Data Assimilation in General Ocean Circulation Model by Ensemble Kalman Filtering: Numerical Experiments with Synthetic Observations [J] . V. N. Stepanov, Y. D. Resnyanskii, B. S. Strukov, Oceanographic Literature Review . 2021,第9期

机译：Ensemble Kalman滤波中一般海洋循环模型中观测数据同化的影响：合成观察的数值实验
2. Using the Linearized Observation Operator to Calculate Observation Space Ensemble Perturbations in Ensemble Filters [J] . Anna Shlyaeva, Jeffrey S. Whitaker Journal of Advances in Modeling Earth Systems . 2018,第7期

机译：使用线性观测算子计算集合滤波器中的观测空间集合扰动
3. Filtering in Stochastic Dynamical Systems When There is Anomalous Noise in the Observation Channel. Ⅱ Systems with a Continuous-Discrete Observation Channel [J] . N.S. DYOMIN, V.V. MIKHAYLYUK Journal of Computer and Systems Sciences International . 1996,第1期

机译：当观测通道中存在异常噪声时，对随机动力系统进行滤波。 Ⅱ具有连续离散观测通道的系统
4. IN-SITU EBSD OBSERVATIONS OF RECRYSTALLIZATION AND TEXTURE EVOLUTION IN ROLLED Mg-2Zn-xCe (wt.) [C] . Ajith Chakkedath, David Hernández Escobar, Jan Bohlen, The Minerals, Metals Materials Society;TMS annual meeting exhibition;Symposium on magnesium technology . 2016

机译：轧制的Mg-2Zn-xCe的再结晶和织构演化的EBSD原位观察（wt。％）
5. Anomaly Detection and Sequential Filtering with Partial Observations [D] . Hou, Elizabeth Mary. 2019

机译：异常检测和部分观测的顺序滤波
6. A Hybrid Recommendation System for Marine Science Observation Data Based on Content and Literature Filtering [O] . Xiaoyang Song, Yonggang Guo, Yongguo Chang, 2020

机译：基于内容和文献滤波的海洋科学观测数据混合推荐系统
7. On filtering over Îto-Volterra observations [O] . Michael V. Basin 2000

机译：关于Îto-Volterra观测值的过滤
8. Filtrage Lineaire Par Morceaux Avec Petit Bruit d'Observation (Piecewise Linear Filtering with Small Observation Noise). [R] . Roubaud, M. C. 1990

机译：Filtrage Lineaire par morceaux avec petit Bruit d'Observation（具有小观察噪音的分段线性滤波）。

On filtering over Îto-Volterra observations

摘要

著录项

相似文献

相关主题

期刊订阅