Finite-dimensional recurrent algorithms for optimal nonlinear logical-dynamical filtering
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Publication:1742426
DOI10.1134/S1064230715060131zbMath1383.93088OpenAlexW2322508557MaRDI QIDQ1742426
Publication date: 11 April 2018
Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s1064230715060131
discrete timeMonte-Carlo methodGaussian finite-dimensional optimal filtermost accurate estimationmultimode nonlinear dynamic observation
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Related Items (5)
Optimum complexing of measurements when maintaining a maneuvering object in statistically uncertain situations ⋮ Maximum cross section method in the filtering problem for continuous systems with Markovian switching ⋮ Optimal recurrent logical-dynamical finite memory filter ⋮ An optimal recurrent logical-dynamical filter of a high order and its covariance approximations ⋮ Statistical filtering algorithms for systems withrandom structure
Cites Work
- An optimal discrete nonlinear logical-dynamical filter-predictor
- Fundamentals of stochastic filtering
- Conditionally-minimax filtration in a system with commutating observation channels
- Analytical-numerical approximations of the optimal recurrent logical -- dynamical low order filter-predictor
- Low-order discrete linear filters: Their optimal structure
- Optimal discrete nonlinear filters of the objects's order and their Gaussian approximations
- Sequential Monte Carlo Methods in Practice
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