Reduced Estimation Algorithms for Hereditary Dynamic Systems with Small Parameter
نویسندگان
چکیده
The mean-square filtering problem for hereditary dynamic systems is considered. It is assumed that the “main” subsystem is weakly connected with other “unimportant” components. A reduced filter for the estimation of the “main” components is used. A guaranteed level of nonoptimality for the simplified reduced filter is constructed. This level can be computed without solving the full-dimensional filtering problem.
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