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Avtomatika i Telemekhanika, 2007, Issue 3, Pages 47–65 (Mi at952)  
This article is cited in 1 scientific paper (total in 1 paper)

Stochastic Systems

Specific optimal estimation of special Markov jump processes

A. V. Borisov

Institute of Informatics Problems, Russian Academy of Sciences, Moscow, Russia
Full-text PDF (561 kB) Citations (1)
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Abstract: A solution to the filtering problem of states of special Markov jump processes that is optimal in the mean-square sense at the class of polynomial observation functions is presented. A comparison of the proposed estimates with the known estimates of optimal linear and nonlinear filtering is given.
Presented by the member of Editorial Board: A. I. Kibzun

Received: 13.07.2006
English version:
Automation and Remote Control, 2007, Volume 68, Issue 3, Pages 413–429
DOI: https://doi.org/10.1134/S0005117907030046
Bibliographic databases:
Document Type: Article
PACS: 05.40.-a
Language: Russian
Citation: A. V. Borisov, “Specific optimal estimation of special Markov jump processes”, Avtomat. i Telemekh., 2007, no. 3, 47–65; Autom. Remote Control, 68:3 (2007), 413–429
Citation in format AMSBIB
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\by A.~V.~Borisov
\paper Specific optimal estimation of special Markov jump processes
\jour Avtomat. i Telemekh.
\yr 2007
\issue 3
\pages 47--65
\mathnet{http://mi.mathnet.ru/at952}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2304108}
\zmath{https://zbmath.org/?q=an:1125.93065}
\transl
\jour Autom. Remote Control
\yr 2007
\vol 68
\issue 3
\pages 413--429
\crossref{https://doi.org/10.1134/S0005117907030046}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-33947575299}
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    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    Full-text PDF :94
    References:64
    First page:1
     
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