Synthesis of a discrete-time optimal filter algorithm with reduced sensitivity to deviations of a priori statistics

DOI10.1016/0020-0190(72)90041-5zbMath0276.93045OpenAlexW1972973038MaRDI QIDQ1393380

Ya. A. Pollack, G. B. Krepyshev

Publication date: 1972

Published in: Information Processing Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0020-0190(72)90041-5

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Cites Work

• The maximum principle for discrete control systems
• Sensitivity analysis of discrete filtering and smoothing algorithms
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