Analytical-numerical approximations of the optimal recurrent logical -- dynamical low order filter-predictor

DOI10.1134/S1064230715040127zbMath1383.93083MaRDI QIDQ1742384

E. A. Rudenko

Publication date: 11 April 2018

Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)

zbMATH Keywords

linearizationprobability densitiesGaussian approximationsfinite-dimensional nonlinear estimatormulti-mode discrete time plant

Mathematics Subject Classification ID

Related Items (3)

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

Cites Work

• An optimal discrete nonlinear logical-dynamical filter-predictor
• Kalman filtering for linear systems with coefficients driven by a hidden Markov jump process
• Optimal discrete nonlinear filters of the objects's order and their Gaussian approximations
• Synthesis of logical-dynamical systems on the basis of sufficient optimality conditions
• Transformation of a mealy finite-state machine into a Moore finite-state machine by splitting internal states
• Analysis and filtration of special discrete-time Markov processes. II: Optimal filtration
• Sequential Monte Carlo Methods in Practice
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