Optimal recurrent logical-dynamical finite memory filter

DOI10.1134/S106423071704013XMaRDI QIDQ1745852zbMATH OpenFDO

Authors E. A. Rudenko

Publication date 18 April 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/S106423071704013X

zbMATH Keywords

discrete Markovian stochastic objectfinite.dimensional switch filterimprecise or incomplete observationsMonte-Carlo method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Control/observation systems with incomplete information (93C41) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

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Cites work

• A optimal discrete nonlinear arbitrary-order filter
• An optimal discrete nonlinear logical-dynamical filter-predictor
• Analytical-numerical approximations of the optimal recurrent logical -- dynamical low order filter-predictor
• Conditionally-minimax filtration in a system with commutating observation channels
• Control algorithm for a queuing system based on the theory of systems with random jump structure
• Control algorithms for randomly structured discrete systems
• Control algorithms in systems with switching observation channels
• Finite-dimensional recurrent algorithms for optimal nonlinear logical-dynamical filtering
• Fundamentals of stochastic filtering
• scientific article; zbMATH DE number 51643 (Why is no real title available?)
• scientific article; zbMATH DE number 1105202 (Why is no real title available?)
• Synthesis of logical-dynamical systems on the basis of sufficient optimality conditions

Cited in

(4)

• Optimal nonlinear recurrent finite memory filter
• Optimal continuous-discrete nonlinear finite memory filter with discrete predictions
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• An optimal discrete nonlinear logical-dynamical filter-predictor

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