Juan Jose Maldonado

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— This paper presents the mean-square filtering problem for incompletely measured polynomial system states, confused with white Poisson noises, over linear observations. The problem is treated proceeding from the general expression for the stochastic Ito differential of the optimal estimate and the error variance. As a result, the Ito differentials for the(More)
In this paper, the mean-square filtering problem for polynomial system states confused with white Poisson noises over polynomial observations is studied proceeding from the general expression for the stochastic Ito differentials of the mean-square estimate and the error variance. In contrast to the previously obtained results, the paper deals with the(More)
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