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Arnošt, R. and Žampa, P. : A new approach to stochastic causal system continualization . MED'03, p. 1-6, IEEE , Athens , 2003.


This paper deals with a solution to the estimetion task of continuous-time system state variables measurement of which is influenced by noise in a singular fashion. Naturally, the estimation problem is well known as the Kalman filtering in case of a regular task but such a solution fails if the problem is singular. The presented solution is based on a recently submitted new approach to system theory which requires accurate system description corresponding to our observations of the real world. This is why the discrete-time stochastic causal system is the only one to define directly while the continuous-time is regarded as a limit case of a suitable sequence of discrete-time systems. The transformation process leading from the discrete-time to the continuous-time domain is called the continualisation process. The obtained solution necessarily utilizes backward derivatives.

Detail of publication

Title: A new approach to stochastic causal system continualization
Author: Arnošt, R. ; Žampa, P.
Language: English
Date of publication: 18 Jun 2003
Year: 2003
Type of publication: Papers in proceedings of reviewed conferences
Title of journal or book: MED'03
Page: 1 - 6
ISBN: 9608770602
Publisher: IEEE
Address: Athens
Date: 18 Jun 2003 - 20 Jun 2003
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system theory, stochastic causal system, diffusion system


 author = {Arno\v{s}t, R. and \v{Z}ampa, P.},
 title = {A new approach to stochastic causal system continualization},
 year = {2003},
 publisher = {IEEE },
 journal = {MED'03},
 address = {Athens },
 pages = {1-6},
 ISBN = {9608770602     },
 url = {},