Optimal discrete nonlinear filters of the objects's order and their Gaussian approximations

DOI10.1134/S0005117910020128zbMath1211.93119MaRDI QIDQ1956886

E. A. Rudenko

Publication date: 24 September 2010

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

zbMATH Keywords

estimation algorithmsestimating the current stateMarkov filteringnonlinear stochastic dynamical systems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cites Work

• Low-order discrete linear filters: Their optimal structure
• Estimation of variables and parameters in discrete-time nonlinear systems

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