A system of recurrent Bayesian estimation which adapt to heterogenuous noncontrollable factors. I: Adaptive Bayesian algorithm structures (Q1913066)

This paper introduces ORBA2 which, according to the authors, is a family of algorithms for solving the optimum state-observer problem in the nonlinear case. A specific algorithm can be implemented by a suitable selection of the stochastic properties of disturbances and noises. Unfortunately ``the general methods of constructing algorithms for determining these statistical characteristics which we have developed within the unified approach framework as well as specific examples of such algorithms as an outcome of the use of these methods are described in Part 2 of this paper''. All references are in Russian.