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Avtomatika i Telemekhanika, 1981, Issue 10, Pages 35–42
(Mi at5954)
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Stochastic Systems
On design of conditionally optimal filters in continuous dynamic systems
M. L. Dashevskii, V. I. Shin Moscow
Abstract:
Conditions are studied for existence of solutions in design problems for filters to be used in estimation of processes which are described by linear stochastic differential equations. Proximity of conditionally optimal solutions in these problems to absolutely optimal solutions is discussed. Choice of functions which dictate the structure of conditionally optimal filters in nonlinear systems is described. Examples are given.
Received: 16.10.1980
Citation:
M. L. Dashevskii, V. I. Shin, “On design of conditionally optimal filters in continuous dynamic systems”, Avtomat. i Telemekh., 1981, no. 10, 35–42; Autom. Remote Control, 42:10 (1981), 1309–1315
Linking options:
https://www.mathnet.ru/eng/at5954 https://www.mathnet.ru/eng/at/y1981/i10/p35
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Abstract page: | 106 | Full-text PDF : | 62 | First page: | 2 |
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