Analytical-numerical approximations of the optimal recurrent logical -- dynamical low order filter-predictor

DOI10.1134/S1064230715040127MaRDI QIDQ1742384zbMATH OpenFDO

Authors E. A. Rudenko

Publication date 11 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/S1064230715040127

zbMATH Keywords

finite-dimensional nonlinear estimatorGaussian approximationslinearizationmulti-mode discrete time plantprobability densities

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Linearizations (93B18) Nonlinear systems in control theory (93C10) Stochastic systems in control theory (general) (93E03) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

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Cites work

• An optimal discrete nonlinear logical-dynamical filter-predictor
• Analysis and filtration of special discrete-time Markov processes. II: Optimal filtration
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• Kalman filtering for linear systems with coefficients driven by a hidden Markov jump process
• Optimal discrete nonlinear filters of the objects's order and their Gaussian approximations
• Sequential Monte Carlo Methods in Practice
• Synthesis of logical-dynamical systems on the basis of sufficient optimality conditions
• Transformation of a mealy finite-state machine into a Moore finite-state machine by splitting internal states

Cited in

(4)

• Finite-dimensional recurrent algorithms for optimal nonlinear logical-dynamical filtering
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