Parametric filtering: Optimal synthesis on a nonlinear dynamic variety
type: Item
instance of: scholarly article
title: Parametric filtering: Optimal synthesis on a nonlinear dynamic variety
zbMATH Open document ID: 1025.93032
DOI: 10.1023/A:1013879502480
published in: Problems of Information Transmission
publication date: 2003-11-18T00:00:00Z
review text: The paper studies the linear filtering problem for a particular continuous-time nonlinear model (parametric filtering). The solution to this problem is obtained exploiting the duality between filtering and control problems. The properties of the filtering equations obtained in this way are also analyzed.
Mathematics Subject Classification ID: 93E11
zbMATH DE Number: 1930629
zbMATH Keywords: nonlinear filtering
zbMATH Keywords: parametric filtering
zbMATH Keywords: duality filtering-control
author: V. Yu. Tertychnyĭ-Dauri
reviewed by: Giovanni Di Masi
MaRDI profile type: Publication
full work available at URL: a:1013879502480
OpenAlex ID: W171440705
description: scientific article; zbMATH DE number 1930629