Optimal structure of continuous nonlinear reduced-order Pugachev filter (Q2017628)
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scientific article; zbMATH DE number 6418197
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| English | Optimal structure of continuous nonlinear reduced-order Pugachev filter |
scientific article; zbMATH DE number 6418197 |
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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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