Solution of the problem of optimal nonlinearity of filtering on the basis of a nonquadratic criterion (Q1900783)
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scientific article; zbMATH DE number 808439
| Language | Label | Description | Also known as |
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| English | Solution of the problem of optimal nonlinearity of filtering on the basis of a nonquadratic criterion |
scientific article; zbMATH DE number 808439 |
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Solution of the problem of optimal nonlinearity of filtering on the basis of a nonquadratic criterion (English)
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25 October 1995
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The paper deals with an approach to nonlinear filtering based on the criterion of the maximum probability that the estimation error will not exceed a fixed upper bound. The proposed method is illustrated by an example.
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minimax filtering
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estimation error probability
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nonlinear filtering
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