An adaptive quasioptimal filter with discontinuous parameters (Q1057230)
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scientific article; zbMATH DE number 3896805
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| English | An adaptive quasioptimal filter with discontinuous parameters |
scientific article; zbMATH DE number 3896805 |
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An adaptive quasioptimal filter with discontinuous parameters (English)
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1983
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A very interesting method is proposed for estimating the state of a partially observed linear stochastic system. Compared to the Kalman-Bucy filter, the procedure is only quasi-optimal at the limit, but it is widely sensitive to the noise characteristics, and then, adaptive.
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partially observed linear stochastic system
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Kalman-Bucy filter
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sensitive to the noise characteristics
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adaptive
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0.838141679763794
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0.8225257396697998
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0.8049842715263367
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