Optimal finite-dimensional solution for a class of nonlinear observation problems (Q1158126)
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scientific article; zbMATH DE number 3739365
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal finite-dimensional solution for a class of nonlinear observation problems |
scientific article; zbMATH DE number 3739365 |
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Optimal finite-dimensional solution for a class of nonlinear observation problems (English)
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1982
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differential system with linear dynamics and observations
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Pontryagin's principle
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linear, two-point boundary-value problem
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optimal filter
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filter gain
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stability
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deterministic least-squares filtering
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state- linear filtering
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nonlinear observations
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Riccati transformation
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