Optimal structure of continuous nonlinear reduced-order Pugachev filter

DOI10.1134/S1064230713060099zbMath1307.93429MaRDI QIDQ2017628

E. A. Rudenko

Publication date: 23 March 2015

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

zbMATH Keywords

Fokker-Planck-Kolmogorov equationdiffusion Markovian state vectorfast nonlinear low-memory filterlinear Kalman-Bucy filtermean-square locally optimal structural functions of the filternon-parametric synthesis problem

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Fokker-Planck equations (35Q84)

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Cites Work

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