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Simplified estimation algorithms for systems with after-effect and a small parameter - MaRDI portal

Simplified estimation algorithms for systems with after-effect and a small parameter

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Publication:1851524

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zbMath1023.93063MaRDI QIDQ1851524

Xuerong Mao, Alexander Matasov

Publication date: 8 January 2003

Published in: Moscow University Mechanics Bulletin (Search for Journal in Brave)

zbMATH Keywords

delay filtering optimal filtering mean square reduced filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Control/observation systems governed by functional-differential equations (93C23) System structure simplification (93B11) Optimal stochastic control (93E20)

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