Complex processing of data from measuring devices and indicators in conditionally Markov structure dynamic systems

zbMath0654.93061MaRDI QIDQ1108996

V. A. Bukhalev, I. E. Kazakov, E. V. Efimov

Publication date: 1988

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

filteringindicatorsmoments of the phase coordinatesprocessing of data from noisy measurementsstate probabilities of structuresStratonovich-Kushner equation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic systems in control theory (general) (93E03) Stochastic analysis (60H99)

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