Filtering Problem for Discrete Volterra Equations with Combined Disturbances
Filtering Problem for Discrete Volterra Equations with Combined Disturbances
Abstract A minimax filtering problem for discrete Volterra equations with combined noise models is considered. The combined models are defined as the sums of uncertain bounded deterministic functions and stochastic white noises. However, the corresponding variational problem turns out to be very difficult for direct solution. Therefore, simplified filtering algorithms …