Optimal structure of continuous nonlinear reduced-order Pugachev filter
type: Item
instance of: scholarly article
title: Optimal structure of continuous nonlinear reduced-order Pugachev filter
zbMATH Open document ID: 1307.93429
DOI: 10.1134/S1064230713060099
author: E. A. Rudenko
published in: Journal of Computer and Systems Sciences International
publication date: 2015-03-23T00:00:00Z
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 93C10
Mathematics Subject Classification ID: 35Q84
zbMATH DE Number: 6418197
zbMATH Keywords: non-parametric synthesis problem
zbMATH Keywords: fast nonlinear low-memory filter
zbMATH Keywords: diffusion Markovian state vector
zbMATH Keywords: mean-square locally optimal structural functions of the filter
zbMATH Keywords: Fokker-Planck-Kolmogorov equation
zbMATH Keywords: linear Kalman-Bucy filter
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 6418197