An approximate method for solving stochastic guaranteed estimation problem in hereditary systems
From MaRDI portal
The algorithm that generalizes the Kalman filter to hereditary dynamic systems is used for the approximation of the solution to the stochastic guaranteed estimation problem with uncertain statistics. The nonoptimality level for this algorithm is constructed.
Recommendations
- scientific article; zbMATH DE number 858182
- States estimate of hereditary stochastic systems
- scientific article; zbMATH DE number 89739
- scientific article; zbMATH DE number 1179815
- Comparison of stochastic and guaranteed approaches to the estimation of the state of dynamic systems
- Approximations of Stochastic Hybrid Systems
- Minimax filtering problems in hereditary systems: A new approach to approximate solution
- Guaranteed estimation problem for multi-step systems
- scientific article; zbMATH DE number 1178239
Cited in
(6)- Minimax filtering problems in hereditary systems: A new approach to approximate solution
- A survey: stability and boundedness of Volterra difference equations
- About an estimation problem of a linear system with delay of information
- States estimate of hereditary stochastic systems
- scientific article; zbMATH DE number 1179815 (Why is no real title available?)
- Mean-square filtering problem in hereditary systems with nonzero initial conditions
This page was built for publication: An approximate method for solving stochastic guaranteed estimation problem in hereditary systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2770830)
