Stochastic Systems

Conditional Gaussian estimation of dynamic system responses from jerky observations

A. I. Yashin

Moscow

Abstract: Effective cases of filtering from jerky observations are considered. Conditions are given under which the a posteriori distribution of the characteristics of processes is Gaussian with a probability of one. Expressions for optimal estimates are given.

UDC: 519.27:65.01


Received: 16.07.1979

 English version: Automation and Remote Control, 1980, 41:5, 618–626

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