A optimal discrete nonlinear arbitrary-order filter

DOI10.1134/S1064230710040052zbMATH Open1267.93169OpenAlexW2101161364MaRDI QIDQ357089FDOQ357089

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

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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)

Cites Work

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• Title not available (Why is that?)
• Quasi-optimal nonlinear filters
• Estimation of variables and parameters in discrete-time nonlinear systems
• Algorithmic support for integrated navigation systems

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

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