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Optimal discrete filtering for time‐delayed systems with respect to mean‐square continuous‐time error criterion
Author(s) -
Rosenwasser Yephim N.,
Polyakov Konstantin Yu.,
Lampe Bernhard P.
Publication year - 1998
Publication title -
international journal of adaptive control and signal processing
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.73
H-Index - 66
eISSN - 1099-1115
pISSN - 0890-6327
DOI - 10.1002/(sici)1099-1115(199808)12:5<389::aid-acs497>3.0.co;2-p
Subject(s) - discrete time and continuous time , mean square , control theory (sociology) , mathematics , minimum mean square error , mean squared error , filter (signal processing) , computer science , mathematical optimization , optimal design , matching (statistics) , algorithm , statistics , control (management) , artificial intelligence , estimator , computer vision
An optimal linear digital filtering problem for continuous‐time dynamic processes is considered. An algorithm for optimal filter design taking into account pure delays in continuous‐time networks is presented. The performance of systems, being optimal with respect to discrete‐time and continuous‐time mean‐square errors, is compared. An optimal stochastic model‐matching problem is proposed and its solution is presented. © 1998 John Wiley & Sons, Ltd.