Optimal filtering in discrete-time random structure systems
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Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Inference from stochastic processes and prediction (62M20) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)
Optimal nonlinear filtering in discrete-time random structure dynamic systems is considered for the case of random jumplike changes of the structure described by a conditional Markov chain.
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