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Avtomatika i Telemekhanika, 1983, Issue 10, Pages 109–118 (Mi at5232)  

This article is cited in 2 scientific papers (total in 2 papers)

Stochastic Systems

Design of conditionally optimal filters implementing optimal nonlinear filtering equations

M. L. Dashevskii

Moscow
Abstract: Advice is given on choice of structure for conditionally optimal filters to be used in estimation of processes that are described by stochastic differential equations. The conditionally optimal filters have to implement the optimal nonlinear filtering equations obtained in papers on estimation of diffusional Markovian processes. Algorithms are described whereby the factors which optimize the operation of such filters are calculated.

Received: 04.06.1982
Bibliographic databases:
Document Type: Article
UDC: 62-501.5:621.391.272
Language: Russian
Citation: M. L. Dashevskii, “Design of conditionally optimal filters implementing optimal nonlinear filtering equations”, Avtomat. i Telemekh., 1983, no. 10, 109–118; Autom. Remote Control, 44:10 (1983), 1330–1337
Citation in format AMSBIB
\Bibitem{Das83}
\by M.~L.~Dashevskii
\paper Design of conditionally optimal filters implementing optimal nonlinear filtering equations
\jour Avtomat. i Telemekh.
\yr 1983
\issue 10
\pages 109--118
\mathnet{http://mi.mathnet.ru/at5232}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=748189}
\zmath{https://zbmath.org/?q=an:0541.93065}
\transl
\jour Autom. Remote Control
\yr 1983
\vol 44
\issue 10
\pages 1330--1337
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  • https://www.mathnet.ru/eng/at5232
  • https://www.mathnet.ru/eng/at/y1983/i10/p109
  • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Avtomatika i Telemekhanika
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    Full-text PDF :74
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