Nonlinear filtering problems with finite-dimensional matrix estimation algebras (Q1821080): Difference between revisions
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Revision as of 05:48, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Nonlinear filtering problems with finite-dimensional matrix estimation algebras |
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Nonlinear filtering problems with finite-dimensional matrix estimation algebras (English)
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1986
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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.
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nonlinear filtering
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random structure
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estimation algebras
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