Duality Theory in Filtering Problem for Discrete Volterra Equations

  • Published 2002

Abstract

The ltering problem for discrete Volterra equations is a nontrivial task due to an increasing dimension of the equivalent single step process model A di erence equation of a moderate dimension is chosen as an approximate model for the original system Then the reduced Kalman lter can be used as an approximate but e cient estimator Using the duality theory of… (More)

Topics

Cite this paper

@inproceedings{2002DualityTI, title={Duality Theory in Filtering Problem for Discrete Volterra Equations}, author={}, year={2002} }