A optimal discrete nonlinear arbitrary-order filter

DOI10.1134/S1064230710040052MaRDI QIDQ357089zbMATHOpenAlexFDO

Authors E. A. Rudenko

Publication date 29 July 2013

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

Full work available at URL https://doi.org/10.1134/s1064230710040052

zbMATH Keywords

optimality conditionsgradient descent methoddiscrete nonlinear arbitrary-order filterestimation of a Markov random sequenceStratonovich filter of infinite order

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

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Cites work

• scientific article; zbMATH DE number 686773 (Why is no real title available?)
• scientific article; zbMATH DE number 3403601 (Why is no real title available?)
• Algorithmic support for integrated navigation systems
• Estimation of variables and parameters in discrete-time nonlinear systems
• Quasi-optimal nonlinear filters

Cited in

(11)

• Optimal nonlinear recurrent finite memory filter
• Optimal recurrent nonlinear filter of a large order for jump diffusion Markov signals
• Optimal structure of recurrent nonlinear filters of large order for diffusion signals
• An optimisation framework for the development of explicit discrete forward and inverse filters
• Optimal continuous-discrete nonlinear finite memory filter with discrete predictions
• Optimal structure of continuous nonlinear reduced-order Pugachev filter
• Optimal discrete nonlinear filters of the objects's order and their Gaussian approximations
• Optimal recurrent logical-dynamical finite memory filter
• Autonomous path estimation for a descent vehicle using recursive Gaussian filters
• Low-order discrete linear filters: Their optimal structure
• Limiting performance of optimal linear discrete filters

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