Rodolfo Martinez-Zuniga

Learn More
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 co-variances. The paper treats the most general case of multiple delays in both state and observation(More)
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)
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)
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)
This index covers all technical items — papers, correspondence, reviews, etc. — that appeared in this periodical during 2005, and items from previous years that were commented upon or corrected in 2005. Departments and other items may also be covered if they have been judged to have archival value. The Author Index contains the primary entry for each item,(More)
  • 1