The use of nonquadratic criteria when synthesizing the optimal control of stochastic observations (Q1921520)
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| Language | Label | Description | Also known as |
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| English | The use of nonquadratic criteria when synthesizing the optimal control of stochastic observations |
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The use of nonquadratic criteria when synthesizing the optimal control of stochastic observations (English)
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17 February 1997
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The author investigates the problem of synthesizing an optimal observer, which minimizes a function of filtering error. Applying control theoretical arguments, he derives some related integro-differential equations in order to solve the problem. An example is given.
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nonlinear
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optimal observer
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filtering
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