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Comparative Analysis of Optimal Filters of the Second and Third Order for Continuous-Time Systemsстатья
Информация о цитировании статьи получена из
Web of Science,
Scopus
Статья опубликована в журнале из списка Web of Science и/или Scopus
Дата последнего поиска статьи во внешних источниках: 4 марта 2022 г.
- Авторы: Fomichev V.V., Kamenshchikov M.A.
- Журнал: Differential Equations
- Том: 57
- Номер: 11
- Год издания: 2021
- Издательство: Pleiades Publishing, Inc.
- Местоположение издательства: New York, USA
- Первая страница: 1527
- Последняя страница: 1535
- DOI: 10.1134/s0012266121110112
- Аннотация: We consider the problem of constructing functional filters (optimal functional observers, i.e., observers for linear functionals of the state vector) for linear time-invariant control systems in which the inhomogeneity contains additive white noise as a term in addition to control. The output of the system is linear in the state vector and also contains additive white noise as a term. With the help of canonical representations, a comparative analysis of the second- and third-order filters by the mean square observation error in the steady state is carried out. An example of a fourth-order system is given, showing that with an increase in the dynamic order of the filter, the optimality by a quadratic criterion increases.
- Добавил в систему: Каменщиков Михаил Александрович