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Avtomatika i Telemekhanika, 1976, Issue 8, Pages 39–47
(Mi at7970)
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Stochastic Systems
Asymptotical properties of one nonlinear multidimensional sequence filter
A. E. Kolessa Moscow
Abstract:
The paper is concerned with filtering a partially observable filter described by recurrence equations nonlinear with respect to the unoeservable component. The upper edge is found of the trace of a deterministic gain. Under certain conditions this error is shown to tend to zero with time. A filter gain optimal in terms of the upper edge of the r.m.s. filtering error is found.
Received: 23.05.1975
Citation:
A. E. Kolessa, “Asymptotical properties of one nonlinear multidimensional sequence filter”, Avtomat. i Telemekh., 1976, no. 8, 39–47; Autom. Remote Control, 37:8 (1976), 1170–1179
Linking options:
https://www.mathnet.ru/eng/at7970 https://www.mathnet.ru/eng/at/y1976/i8/p39
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Abstract page: | 112 | Full-text PDF : | 43 |
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