Stochastic Systems

An adaptive quasioptimal filter with discontinuous parameters

S. V. Drakunov

Moscow

Abstract: The paper is concerned with estimation of the state of a linear dynamic system from measurement of its output in the presence of random, near-white noise. This problem can be solved by using a filter with a discontinuous right-hand side. The averaging; theory tools are employed to analyze such a system in noises.

UDC: 62-505.15


Received: 02.04.1982

 English version: Automation and Remote Control, 1983, 44:9, 1167–1175

Bibliographic databases:

• 
•