Nonlinear filtering problems with finite-dimensional matrix estimation algebras (Q1821080): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 10:45, 1 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Nonlinear filtering problems with finite-dimensional matrix estimation algebras |
scientific article |
Statements
Nonlinear filtering problems with finite-dimensional matrix estimation algebras (English)
0 references
1986
0 references
The authors consider a nonlinear filtering problem of diffusion type that has random structure. The random structure is determined by a finite state Markov process. Necessary conditions for finite dimensionality of the (matrix) estimation algebras are given. Some specific cases of random structure filtering problems are discussed.
0 references
nonlinear filtering
0 references
random structure
0 references
estimation algebras
0 references