Optimal filtering in discrete-time random structure systems
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Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)
Cited in
(15)- scientific article; zbMATH DE number 4009443 (Why is no real title available?)
- scientific article; zbMATH DE number 2229973 (Why is no real title available?)
- scientific article; zbMATH DE number 5223628 (Why is no real title available?)
- Optimal filtering of piecewise deterministic processes for source detection and separation in electric load monitoring
- An exact minimum variance filter for a class of discrete time systems with random parameter perturbations
- Optimal filtering of doubly stochastic auto-regressive processes
- scientific article; zbMATH DE number 4104837 (Why is no real title available?)
- scientific article; zbMATH DE number 494425 (Why is no real title available?)
- Statistical filtering algorithms for systems withrandom structure
- Optimal filtration of the state vector of a continuous linear stochastic dynamic system with the modular structure of a measuring complex
- scientific article; zbMATH DE number 3943688 (Why is no real title available?)
- Using group properties of discrete and continuous filtering algorithms for complex systems of observers
- Discrete optimal filtering
- Optimal filtering algorithm using covariance information in linear discrete-time distributed parameter systems
- Restricted structure optimal linear pseudo-state filtering for discrete-time systems
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