|
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
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.
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
Linking options:
https://www.mathnet.ru/eng/at952 https://www.mathnet.ru/eng/at/y2007/i3/p47
|
Statistics & downloads: |
Abstract page: | 290 | Full-text PDF : | 95 | References: | 64 | First page: | 1 |
|