Optimal finite-dimensional solution for a class of nonlinear observation problems (Q1158126): Difference between revisions

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Latest revision as of 10:07, 30 July 2024

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Optimal finite-dimensional solution for a class of nonlinear observation problems
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    Optimal finite-dimensional solution for a class of nonlinear observation problems (English)
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    1982
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    differential system with linear dynamics and observations
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    Pontryagin's principle
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    linear, two-point boundary-value problem
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    optimal filter
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    filter gain
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    stability
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    deterministic least-squares filtering
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    state- linear filtering
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    nonlinear observations
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    Riccati transformation
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