Conditionally optimal estimation in stochastic differential systems

DOI10.1016/0005-1098(82)90057-7zbMath0526.60054OpenAlexW2006503445MaRDI QIDQ594471

V. S. Pugachev

Publication date: 1982

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(82)90057-7

zbMATH Keywords

confidence regionsoptimal estimationconditionally optimal estimationsecond order moment of the error

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (1)

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Cites Work

• Estimation of state and of parameters of continuous nonlinear systems
• State and parameter estimation of nonlinear systems using observations containing colored noise
• An approximate method of statistical analysis of dynamic systems containing a multiplicative nonlinear element
• An approximate for analyzing accuracy of nonlinear systems
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