Real-time analysis and conditionally optimal filtering of processes in nonlinear stochastic systems (survey)
type: Item
instance of: scholarly article
title: Real-time analysis and conditionally optimal filtering of processes in nonlinear stochastic systems (survey)
zbMATH Open document ID: 0649.93063
author: V. S. Pugachev
author: I. N. Sinitsyn
author: V. I. Shin
published in: Automation and Remote Control
publication date: 1987-01-01T00:00:00Z
review text: This survey is based on the works of the authors; it covers problems of real-time statistical analysis and filtering of processes in nonlinear stochastic systems described by differential, difference mixed differential-difference and integrodifferential equations. Special attention is devoted to real-time state and parameter estimation methods. Wide acceptance of the methods described in this survey is conditioned on the development of special software for statistical analysis of such systems and for the design of conditionally optimal filters. Tentative steps have been made in the direction of automatic generation of the equations for the probability characteristics from the given system equations.
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 93C10
Mathematics Subject Classification ID: 93E25
Mathematics Subject Classification ID: 93-02
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 93E03
zbMATH DE Number: 4061117
zbMATH Keywords: survey
zbMATH Keywords: filtering
zbMATH Keywords: nonlinear stochastic systems
zbMATH Keywords: real-time state and parameter estimation
zbMATH Keywords: software
zbMATH Keywords: automatic generation
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 4061117