A optimal discrete nonlinear arbitrary-order filter

DOI10.1134/S1064230710040052zbMath1267.93169OpenAlexW2101161364MaRDI QIDQ357089

E. A. Rudenko

Publication date: 29 July 2013

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

Full work available at URL: https://doi.org/10.1134/s1064230710040052

zbMATH Keywords

optimality conditionsgradient descent methoddiscrete nonlinear arbitrary-order filterestimation of a Markov random sequenceStratonovich filter of infinite order

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

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• Algorithmic support for integrated navigation systems
• Quasi-optimal nonlinear filters
• Estimation of variables and parameters in discrete-time nonlinear systems

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