Real-time analysis and conditionally optimal filtering of processes in nonlinear stochastic systems (survey)

zbMath0649.93063MaRDI QIDQ1106175

V. S. Pugachev, Vladimir Shin, I. N. Sinitsyn

Publication date: 1987

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

software; survey; filtering; nonlinear stochastic systems; automatic generation; real-time state and parameter estimation

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

93E11: Filtering in stochastic control theory

93C10: Nonlinear systems in control theory

93E10: Estimation and detection in stochastic control theory

93-02: Research exposition (monographs, survey articles) pertaining to systems and control theory

93E03: Stochastic systems in control theory (general)

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