The use of nonquadratic criteria when synthesizing the optimal control of stochastic observations
type: Item
instance of: scholarly article
title: The use of nonquadratic criteria when synthesizing the optimal control of stochastic observations
zbMATH Open document ID: 0856.93097
author: S. V. Sokolov
published in: Journal of Computer and Systems Sciences International
publication date: 1997-02-17T00:00:00Z
review text: The author investigates the problem of synthesizing an optimal observer, which minimizes a function of filtering error. Applying control theoretical arguments, he derives some related integro-differential equations in order to solve the problem. An example is given.
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 93B07
Mathematics Subject Classification ID: 93C10
zbMATH DE Number: 920963
zbMATH Keywords: nonlinear
zbMATH Keywords: optimal observer
zbMATH Keywords: filtering
reviewed by: Makiko Nisio
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 920963