Abstract
In this chapter we will consider filtering problems for Gaussian unobservable processes and linear observations with delays. We will investigate the dependence of optimal estimates on the delays. We use a least-squares method to estimate the coordinates of the system at each time moment, based on input data and corresponding measurements with noise.
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© 1999 Springer Science+Business Media Dordrecht
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Kolmanovskii, V., Myshkis, A. (1999). State Estimates of Systems with Delay. In: Introduction to the Theory and Applications of Functional Differential Equations. Mathematics and Its Applications, vol 463. Springer, Dordrecht. https://doi.org/10.1007/978-94-017-1965-0_16
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DOI: https://doi.org/10.1007/978-94-017-1965-0_16
Publisher Name: Springer, Dordrecht
Print ISBN: 978-90-481-5148-6
Online ISBN: 978-94-017-1965-0
eBook Packages: Springer Book Archive