The conditionally minimax nonlinear filtering method and modern approaches to state estimation in nonlinear stochastic systems

DOI10.1134/S0005117918010010zbMath1391.93228OpenAlexW2785427275MaRDI QIDQ1641941

A. V. Bosov, G. B. Miller, K. V. Semenikhin, A. I. Kibzun, Andrey V. Borisov

Publication date: 20 June 2018

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

Full work available at URL: https://doi.org/10.1134/s0005117918010010

zbMATH Keywords

discrete-time nonlinear stochastic systembasic correctionbasic predictionconditionally minimax nonlinear filteringminimax estimation problem

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

Related Items (2)

Observation-based filtering of state of a nonlinear dynamical system with random delays ⋮ Conditionally minimax nonlinear filter and unscented Kalman filter: empirical analysis and comparison

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