scientific article; zbMATH DE number 686773

zbMath0832.62074MaRDI QIDQ4312918

M. S. Yarlykov, M. A. Mironov

Publication date: 9 November 1994

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

zbMATH Keywords

optimal controlstate estimationnonlinear filteringdiscrete observationscontinuous observationsmixed processes

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Markov processes: estimation; hidden Markov models (62M05) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Molecular structure (graph-theoretic methods, methods of differential topology, etc.) (92E10)

Related Items (8)

Cramér-Rao lower bound in nonlinear filtering problems under noises and measurement errors dependent on estimated parameters ⋮ A problem of pattern recognition in arrays of interrelated objects. Recognition algorithm ⋮ Sampling reconstruction of Markov processes with a finite number of states ⋮ A optimal discrete nonlinear arbitrary-order filter ⋮ Optimal structure of recurrent nonlinear filters of large order for diffusion signals ⋮ Continuous finite-dimensional locally optimal filtering of jump diffusions ⋮ Optimal digital filtering of continuous signals in time lag systems ⋮ Optimal recurrent nonlinear filter of a large order for jump diffusion Markov signals

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