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Synthesis of Filtering in Stochastic Systems on ContinuousTime Memory Observations in the Presence of Anomalous Noises

<?xml version="1.0" encoding="UTF-8"?> <article key="pdf/10001248" mdate="2015-04-02 00:00:00"> <author>S. Rozhkova and O. Rozhkova and A. Harlova and V. Lasukov</author> <title>Synthesis of Filtering in Stochastic Systems on ContinuousTime Memory Observations in the Presence of Anomalous Noises</title> <pages>288 - 291</pages> <year>2015</year> <volume>9</volume> <number>5</number> <journal>International Journal of Computer and Information Engineering</journal> <ee>https://publications.waset.org/10001248.pdf</ee> <url>https://publications.waset.org/vol/101</url> <publisher>World Academy of Science, Engineering and Technology</publisher> <abstract>We have conducted the optimal synthesis of rootmean squared objective filter to estimate the state vector in the case if within the observation channel with memory the anomalous noises with unknown mathematical expectation are complement in the function of the regular noises. The synthesis has been carried out for linear stochastic systems of continuous time. </abstract> <index>Open Science Index 101, 2015</index> </article>