An optimal recurrent logical-dynamical filter of a high order and its covariance approximations

DOI10.1134/S1064230720060118MaRDI QIDQ1995367zbMATH OpenOpenAlexFDO

Authors E. A. Rudenko

Publication date 23 February 2021

Published in Journal of Computer and Systems Sciences International (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s1064230720060118

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

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Cites work

• scientific article; zbMATH DE number 51643 (Why is no real title available?)
• scientific article; zbMATH DE number 1105202 (Why is no real title available?)
• scientific article; zbMATH DE number 3802533 (Why is no real title available?)
• Analytical-numerical approximations of the optimal recurrent logical -- dynamical low order filter-predictor
• Autonomous path estimation for a descent vehicle using recursive Gaussian filters
• Conditionally-minimax filtration in a system with commutating observation channels
• Finite-dimensional recurrent algorithms for optimal nonlinear logical-dynamical filtering
• Fundamentals of stochastic filtering
• Optimal nonlinear recurrent finite memory filter
• Optimal recurrent logical-dynamical finite memory filter
• Optimal state filtering of controllable systems with random structure

Cited in

(4)

• An optimal discrete nonlinear logical-dynamical filter-predictor
• Finite-dimensional recurrent algorithms for optimal nonlinear logical-dynamical filtering
• Analytical-numerical approximations of the optimal recurrent logical -- dynamical low order filter-predictor
• Optimal recurrent logical-dynamical finite memory filter

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