Decomposition of problems in the estimation of the state of multidimensional stochastic systems

zbMATH Open0613.93056MaRDI QIDQ1820118FDOQ1820118

Authors: V. I. Shin 

Publication date: 1985

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

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zbMATH Keywords

decompositionapproximate filtering algorithmItô stochastic differential equations

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10)

Cited In (4)

• Title not available (Why is that?)
• Multidimensional State Estimation With Multiple Composite Hypothesis Testing in the Presence of Interference
• Title not available (Why is that?)
• Multidimensional state estimation using stacks for dynamic systems with interference

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