Solution of the problem of optimal nonlinearity of filtering on the basis of a nonquadratic criterion

zbMath0834.93056MaRDI QIDQ1900783

S. V. Sokolov

Publication date: 25 October 1995

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

zbMATH Keywords

nonlinear filteringminimax filteringestimation error probability

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10)

This page was built for publication: Solution of the problem of optimal nonlinearity of filtering on the basis of a nonquadratic criterion