Conditions for Existence of Second-Order and Third-Order Filters for Discrete Systems with Additive Noises
The problem of constructing functional optimal observers (filters) for stochastic control systems with additive noises in discrete time are studied in this work. Under the assumption that there is no filter of the first order, necessary and sufficient conditions for the existence of filters of the s...
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| Format: | Article |
| Language: | English |
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MDPI AG
2022-01-01
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| Series: | Mathematics |
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| Online Access: | https://www.mdpi.com/2227-7390/10/3/370 |