Optimal recurrent logical-dynamical finite memory filter

DOI10.1134/S106423071704013XzbMath1385.93079MaRDI QIDQ1745852

E. A. Rudenko

Publication date: 18 April 2018

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

zbMATH Keywords

Monte-Carlo methoddiscrete Markovian stochastic objectfinite.dimensional switch filterimprecise or incomplete observations

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Monte Carlo methods (65C05) Control/observation systems with incomplete information (93C41) Estimation and detection in stochastic control theory (93E10)

Related Items (1)

An optimal recurrent logical-dynamical filter of a high order and its covariance approximations

Cites Work

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• Analytical-numerical approximations of the optimal recurrent logical -- dynamical low order filter-predictor
• Finite-dimensional recurrent algorithms for optimal nonlinear logical-dynamical filtering
• Synthesis of logical-dynamical systems on the basis of sufficient optimality conditions

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