V. A. Bukhalev, I. E. Kazakov, “Adaptive filtering of signals with random rates of variations in the structure of a dynamic system”, Avtomat. i Telemekh., 1984, Issue 2,Pages <nobr>66

Stochastic Systems

Adaptive filtering of signals with random rates of variations in the structure of a dynamic system

V. A. Bukhalev, I. E. Kazakov

Moscow

Abstract: In the dynamic system with a random stepwise varying structure the times of transitions from one structural state into another make conditional Poisson flows. Some noise-contaminated functions of phase coordinates are observed. Adaptive filtering equations are found which dictate the distribution laws and estimates of phase coordinates, structure states, and transition rates.

UDC: 621.391.272:519.272

Received: 12.07.1982