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Avtomatika i Telemekhanika, 1980, Issue 5, Pages 38–47 (Mi at7082)  
Stochastic Systems

Conditional Gaussian estimation of dynamic system responses from jerky observations

A. I. Yashin

Moscow
Full-text PDF (1622 kB)
Abstract: Effective cases of filtering from jerky observations are considered. Conditions are given under which the a posteriori distribution of the characteristics of processes is Gaussian with a probability of one. Expressions for optimal estimates are given.

Received: 16.07.1979
Bibliographic databases:
Document Type: Article
UDC: 519.27:65.01
Language: Russian
Citation: A. I. Yashin, “Conditional Gaussian estimation of dynamic system responses from jerky observations”, Avtomat. i Telemekh., 1980, no. 5, 38–47; Autom. Remote Control, 41:5 (1980), 618–626
Citation in format AMSBIB
\Bibitem{Yas80}
\by A.~I.~Yashin
\paper Conditional Gaussian estimation of dynamic system responses from jerky observations
\jour Avtomat. i Telemekh.
\yr 1980
\issue 5
\pages 38--47
\mathnet{http://mi.mathnet.ru/at7082}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=627522}
\zmath{https://zbmath.org/?q=an:0495.93049}
\transl
\jour Autom. Remote Control
\yr 1980
\vol 41
\issue 5
\pages 618--626
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