Optimal structure of continuous nonlinear reduced-order Pugachev filter (Q2017628)

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Optimal structure of continuous nonlinear reduced-order Pugachev filter
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    Optimal structure of continuous nonlinear reduced-order Pugachev filter (English)
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    23 March 2015
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    non-parametric synthesis problem
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    fast nonlinear low-memory filter
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    diffusion Markovian state vector
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    mean-square locally optimal structural functions of the filter
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    Fokker-Planck-Kolmogorov equation
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    linear Kalman-Bucy filter
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