Statistical filtering algorithms for systems withrandom structure

DOI10.20310/2686-9667-2020-25-130-109-122zbMath1478.93686MaRDI QIDQ5012411

Konstantin A. Rybakov, Tatiana A. Averina

Publication date: 24 November 2021

Published in: Russian Universities Reports. Mathematics (Search for Journal in Brave)

Full work available at URL: http://mathnet.ru/eng/vtamu174

zbMATH Keywords

stochastic differential equation; estimation; filtering; particle filter; statistical modeling; maximum cross section method; system with random structure; system with variable structure

Mathematics Subject Classification ID

62P30: Applications of statistics in engineering and industry; control charts

93E11: Filtering in stochastic control theory

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

93B12: Variable structure systems

Cites Work

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