Optimal Tracking on the Multiscale Systems
Jaka Persada Sembiring, Kageo Akizuki · Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications · 1998
We will explain some results of our latest research on the existance of optimal tracking on the multiscale systems. On such systems we will derive that there are two algorithm involved-upward estimate and downward smoothing. Both mathematical proof as well as numerical simulation of such phenomena will be given. And finally we will show that in line with our derived theory, one can confirm that our proposed algorithms track the given reference signal smoothly.