Filtration of random processes described by Volterra integral equations of the second kind

被引：0
|
作者：
Maksarov, DG
机构：
来源：
AUTOMATION AND REMOTE CONTROL | 1996年 / 57卷 / 05期
关键词：
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The optimal filtration problem for a random process described by Ito-Volterra stochastic linear integral equation of the second kind is solved. Integral equations are derived, which describe the solution to the problem in the Kolmanovskii formulation. A relationship between the Kalman and the Wiener-Hopf filters is established. An example is given to illustrate the application of the filtration algorithm in retarded system. Simulation results are presented.
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页码：672 / 681
页数：10
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