Design of conditionally optimal filters based on optimal nonlinear filtering equations

zbMath0541.93065MaRDI QIDQ795000

M. L. Dashevskij

Publication date: 1983

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

nonlinear filteringconditionally optimal filters

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)

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