Conditionally-minimax filtration in a system with commutating observation channels
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Publication:1285407
zbMath0918.93055MaRDI QIDQ1285407
Publication date: 8 August 1999
Published in: Automation and Remote Control (Search for Journal in Brave)
parameter identificationnonlinear filtrationnonstationary Markov chainstochastic difference systemswitching in observations
Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
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The conditionally minimax nonlinear filtering method and modern approaches to state estimation in nonlinear stochastic systems ⋮ Finite-dimensional recurrent algorithms for optimal nonlinear logical-dynamical filtering ⋮ Optimal recurrent logical-dynamical finite memory filter ⋮ An optimal recurrent logical-dynamical filter of a high order and its covariance approximations
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