OPTIMAL DISCRETE FILTERING FOR TIME-DELAYED SYSTEMS WITH RESPECT TO MEAN-SQUARE CONTINUOUS-TIME ERROR CRITERION

Authors
ROSENWASSER YN POLYAKOV KY LAMPE BP
Citation
Yn. Rosenwasser et al., OPTIMAL DISCRETE FILTERING FOR TIME-DELAYED SYSTEMS WITH RESPECT TO MEAN-SQUARE CONTINUOUS-TIME ERROR CRITERION, International journal of adaptive control and signal processing, 12(5), 1998, pp. 389-406
Citations number
29
Categorie Soggetti
Robotics & Automatic Control","Robotics & Automatic Control","Engineering, Eletrical & Electronic
Journal title
International journal of adaptive control and signal processing → ACNP
ISSN journal
08906327
Volume
12
Issue
5
Year of publication
1998
Pages
389 - 406
Database
ISI
SICI code
0890-6327(1998)12:5<389:ODFFTS>2.0.ZU;2-P
Abstract
An optimal linear digital filtering problem for continuous-time dynami c processes is considered. An algorithm for optimal filter design taki ng into account pure delays in continuous-time networks is presented. The performance of systems, being optimal with respect to discrete-tim e and continuous-time mean-square errors, is compared. An optimal stoc hastic model-matching problem is proposed and its solution is presente d. (C) 1998 John Wiley & Sons, Ltd.