Design of conditionally optimal filters based on optimal nonlinear filtering equations

MaRDI QIDQ795000zbMATH OpenFDO

Authors M. L. Dashevskij

Publication date 1983

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

zbMATH Keywords

conditionally optimal filtersnonlinear filtering

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

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