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zbMath0703.93064MaRDI QIDQ3483203

I. E. Kazakov

Publication date: 1989

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

diffusion Markov processes detection of change finite state jump generalized Kushner-Stratonovitch equation modified Kalman filters random changes of structure

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Optimal stochastic control (93E20) Diffusion processes (60J60) Stochastic systems in control theory (general) (93E03)

Related Items (4)

An optimal discrete nonlinear logical-dynamical filter-predictor ⋮ Control algorithm for a queuing system based on the theory of systems with random jump structure ⋮ Analyzing queuing systems by methods of theory of systems with random jump structure ⋮ Recognition algorithm for the state of the queuing system based on theory of systems with random jump structure

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