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Avtomatika i Telemekhanika, 1981, Issue 10, Pages 35–42 (Mi at5954)  
Stochastic Systems

On design of conditionally optimal filters in continuous dynamic systems

M. L. Dashevskii, V. I. Shin

Moscow
Full-text PDF (1431 kB)
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
Bibliographic databases:
Document Type: Article
UDC: 62-505.15
Language: Russian
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
Citation in format AMSBIB
\Bibitem{DasShi81}
\by M.~L.~Dashevskii, V.~I.~Shin
\paper On design of conditionally optimal filters in continuous dynamic systems
\jour Avtomat. i Telemekh.
\yr 1981
\issue 10
\pages 35--42
\mathnet{http://mi.mathnet.ru/at5954}
\zmath{https://zbmath.org/?q=an:0489.93058}
\transl
\jour Autom. Remote Control
\yr 1981
\vol 42
\issue 10
\pages 1309--1315
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