Quasi-optimal nonlinear filters
type: Item
instance of: scholarly article
title: Quasi-optimal nonlinear filters
zbMATH Open document ID: 0910.93076
author: I. E. Kazakov
author: M. A. Makarov
published in: Journal of Computer and Systems Sciences International
publication date: 1998-10-18T00:00:00Z
review text: The paper deals with the problem of estimating part of the state variables of a continuous-time nonlinear stochastic system on the basis of noisy linear observations of some state variables (not necessarily those to be estimated). An approximate algorithm based on the statistical linearization of the state equations is proposed.
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 93C10
Mathematics Subject Classification ID: 93B18
zbMATH DE Number: 1175213
zbMATH Keywords: nonlinear filtering
zbMATH Keywords: approximate filtering
zbMATH Keywords: partial estimation
zbMATH Keywords: statistical linearization
reviewed by: Giovanni Di Masi
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1175213