An approximate method for solving stochastic guaranteed estimation problem in hereditary systems (Q2770830)
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scientific article; zbMATH DE number 1704146
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An approximate method for solving stochastic guaranteed estimation problem in hereditary systems |
scientific article; zbMATH DE number 1704146 |
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8 July 2002
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hereditary systems
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Kalman filter
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0.8882865
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0.86053693
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0.85701776
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0.8525388
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0.85163695
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An approximate method for solving stochastic guaranteed estimation problem in hereditary systems (English)
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The algorithm that generalizes the Kalman filter to hereditary dynamic systems is used for the approximation of the solution to the stochastic guaranteed estimation problem with uncertain statistics. The nonoptimality level for this algorithm is constructed.
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