Conditional minimax filtering of processes in nonlinear stochastic systems

DOI10.1007/BF01128577zbMath1331.49035OpenAlexW2049735516MaRDI QIDQ5963265

Alexei R. Pankov

Publication date: 7 March 2016

Published in: Computational Mathematics and Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01128577

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Dynamical systems in control (37N35) Optimality conditions for minimax problems (49K35)

Cites Work

• Unnamed Item
• Discretization and simulation of stochastic differential equations
• Real-time analysis and conditionally optimal filtering of processes in nonlinear stochastic systems (survey)
• Robust techniques for signal processing: A survey
• Moment Estimates of the Solution of a System of Stochastic Differential Equations

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