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Journal of Automation and Information Sciences
SJR: 0.232 SNIP: 0.464 CiteScore™: 0.27

ISSN Imprimir: 1064-2315
ISSN On-line: 2163-9337

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Journal of Automation and Information Sciences

DOI: 10.1615/JAutomatInfScien.v30.i4-5.170
pages 154-164

Set-Like Filtration

RESUMO

By using the set-like approach, the statement and solution of the filtration problem of noised signals are considered in the case where the noise is a realization of a stationary uncertain process. The procedure for set-like filtration is described in the general case by difference equations of set evolution. A constructive solution is presented in the case where a model of "generator" of an informative signal that is linear in parameters is accepted. A set of linear inequalities that determine a posterior estimator of the vector of parameters in the form of a polyhedral set is obtained.


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