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- Michael V. Basin, Jesús Rodriguez-González, Rodolfo Martinez-Zuniga
- IEEE Trans. Automat. Contr.
- 2005

In this paper, the optimal filtering problem for linear systems with multiple state and observation delays is treated using the optimal estimate of the state transition matrix. As a result, the alternative optimal filter is derived in the form similar to the traditional Kalman-Bucy one, i.e., consists of only two equations, for the optimal estimate and the… (More)

- Michael V. Basin, Jesús Rodriguez-González, +4 authors Rodolfo Martinez-Zuniga
- 2010

In this paper, the optimal filtering problem for linear systems with state delay over linear observations is treated proceeding from the general expression for the stochastic Ito differential of the optimal estimate and the error variance. As a result, the optimal estimate equation similar to the traditional Kalman-Bucy one is derived; however, it is… (More)

- Michael V. Basin, Jesús Rodriguez-González, +4 authors Rodolfo Martinez-Zuniga
- 2011

In this paper, the optimal filtering problem for nonlinear systems over linear observations with time delay 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 optimal estimate and error variance corresponding to the stated filtering… (More)

- Michael V. Basin, Rodolfo Martinez-Zuniga, Edgar N. Sánchez
- First International Conference on Innovative…
- 2006

In this paper, the optimal filtering problem for linear systems with multiple state and observation delays is treated proceeding from the general expression for the stochastic Ito differential of the optimal estimate, error variance, and various error covariances. The resulting system of equations for determining the filter gain matrix consists, in the… (More)

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