Imperial College London
Alternate

Emeritus ProfessorRichardVinter

Faculty of Engineering, Department of Electrical and Electronic Engineering

Emeritus Professor in Electrical and Electronic Engineering
 
 
 
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Contact

 

+44 (0)20 7594 6287r.vinter Website

 
 
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Assistant

 

Mrs Raluca Reynolds +44 (0)20 7594 6281

 
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Location

 

618Electrical EngineeringSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Briggs:1989:imamci/6.2.167,
author = {Briggs, M and Vinter, R},
doi = {imamci/6.2.167},
journal = {IMA Journal of Mathematical Control and Information},
pages = {167--178},
title = {Linear filtering for time-delay systems},
url = {http://dx.doi.org/10.1093/imamci/6.2.167},
volume = {6},
year = {1989}
}
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RIS format (EndNote, RefMan)

TY  - JOUR
AB  - A linear filtering problem is studied in which the signal process (x(t):t ≥ 0) is described by a stochastic differential equation where time delays are present in both the noise input and the x variable. By means of a transformation new to the filtering literature, we reduce the signal equation to a delay-free stochastic evolution equation; this permits us to solve the problem by application of the theory of infinite-dimensional linear filtering. © 1989 Oxford University Press.
AU  - Briggs,M
AU  - Vinter,R
DO  - imamci/6.2.167
EP  - 178
PY  - 1989///
SN  - 0265-0754
SP  - 167
TI  - Linear filtering for time-delay systems
T2  - IMA Journal of Mathematical Control and Information
UR  - http://dx.doi.org/10.1093/imamci/6.2.167
VL  - 6
ER  -
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