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Spline-collocation method as used for synthesizing a combined signal detection and estimation system - MaRDI portal

Spline-collocation method as used for synthesizing a combined signal detection and estimation system (Q1061089)

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scientific article; zbMATH DE number 3908313
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Spline-collocation method as used for synthesizing a combined signal detection and estimation system
scientific article; zbMATH DE number 3908313

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    Spline-collocation method as used for synthesizing a combined signal detection and estimation system (English)
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    1984
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    In syntesizing a combined detection and estimation system, the authors employ the spline-collocation method to solve the stochastic detection and filtering equations for Markov processes. It is shown that the proposed approach has advantages over the traditional ones. The departure of the synthesized system from the optimal one is estimated.
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    filtering
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    Markov processes
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