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Avtomatika i Telemekhanika, 1982, Issue 11, Pages 91–99 (Mi at5657)  
Adaptive Systems

On design of optimal robust estimation algorithms

D. D. Mamaev, V. B. Svechinskii

Moscow
Full-text PDF (1635 kB)
Abstract: A technique is proposed for desing of iterative robust estimation algorithms which relies on approximate methods of optimal nonlinear filtering of Markovian processes. The application is illustrated with designing an algorithm for estimating the mean value of a random quantity.

Received: 07.09.1981
Bibliographic databases:
Document Type: Article
UDC: 519.272
Language: Russian
Citation: D. D. Mamaev, V. B. Svechinskii, “On design of optimal robust estimation algorithms”, Avtomat. i Telemekh., 1982, no. 11, 91–99; Autom. Remote Control, 43:11 (1982), 1441–1447
Citation in format AMSBIB
\Bibitem{MamSve82}
\by D.~D.~Mamaev, V.~B.~Svechinskii
\paper On design of optimal robust estimation algorithms
\jour Avtomat. i Telemekh.
\yr 1982
\issue 11
\pages 91--99
\mathnet{http://mi.mathnet.ru/at5657}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=711825}
\zmath{https://zbmath.org/?q=an:0513.93070}
\transl
\jour Autom. Remote Control
\yr 1982
\vol 43
\issue 11
\pages 1441--1447
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