Optimal nonlinear recurrent finite memory filter

DOI10.1134/S1064230718010112MaRDI QIDQ1647451zbMATH OpenOpenAlexWikidataFDO

Authors E. A. Rudenko

Publication date 26 June 2018

Published in Journal of Computer and Systems Sciences International (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s1064230718010112

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

Recommendations

• Optimal continuous-discrete nonlinear finite memory filter with discrete predictions
• scientific article; zbMATH DE number 4172877
• Optimal recurrent logical-dynamical finite memory filter
• Finite-dimensional recurrent algorithms for optimal nonlinear logical-dynamical filtering
• scientific article; zbMATH DE number 26632

Cites work

• A optimal discrete nonlinear arbitrary-order filter
• Conditional Markov Processes
• Cubature Kalman Filters
• Estimation of variables and parameters in discrete-time nonlinear systems
• Fundamentals of stochastic filtering
• scientific article; zbMATH DE number 3148712 (Why is no real title available?)
• scientific article; zbMATH DE number 3984189 (Why is no real title available?)
• scientific article; zbMATH DE number 3782132 (Why is no real title available?)
• scientific article; zbMATH DE number 1922456 (Why is no real title available?)
• scientific article; zbMATH DE number 3802533 (Why is no real title available?)
• scientific article; zbMATH DE number 3268469 (Why is no real title available?)
• scientific article; zbMATH DE number 3403601 (Why is no real title available?)
• Low-order discrete linear filters: Their optimal structure
• Optimal discrete nonlinear filters of the objects's order and their Gaussian approximations
• Optimization of stochastic systems. Topics in discrete-time systems
• Stochastic processes and filtering theory

Cited in

(16)

• A note on the memory length of optimal nonlinear filters
• Autonomous path estimation for a descent vehicle using recursive Gaussian filters
• Analytical-numerical approximations of the optimal recurrent logical -- dynamical low order filter-predictor
• Finite-dimensional recurrent algorithms for optimal nonlinear logical-dynamical filtering
• Optimal continuous-discrete nonlinear finite memory filter with discrete predictions
• Optimal recurrent logical-dynamical finite memory filter
• An optimal recurrent logical-dynamical filter of a high order and its covariance approximations
• Optimal structure of recurrent nonlinear filters of large order for diffusion signals
• Comparative analysis of particle filters for stochastic systems with continuous and discrete time
• scientific article; zbMATH DE number 4172877 (Why is no real title available?)
• A optimal discrete nonlinear arbitrary-order filter
• scientific article; zbMATH DE number 26632 (Why is no real title available?)
• Regularized fast recursive least squares algorithms for finite memory filtering
• Estimation with finite memory
• Optimal recurrent nonlinear filter of a large order for jump diffusion Markov signals
• Discrete filter with finite memory for a nonhomogeneous model of the system state

This page was built for publication: Optimal nonlinear recurrent finite memory filter

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1647451)