|
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
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
Linking options:
https://www.mathnet.ru/eng/at5232 https://www.mathnet.ru/eng/at/y1983/i10/p109
|
|