Design of conditionally optimal filters based on optimal nonlinear filtering equations

zbMATH Open0541.93065MaRDI QIDQ795000FDOQ795000

M. L. Dashevskij

Publication date: 1983

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

zbMATH Keywords

nonlinear filteringconditionally optimal filters

Mathematics Subject Classification ID

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

Cited In (9)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Recurrent conditionally minimax filtering of processes in nonlinear difference stochastic systems
• The filter design from data (FD2) problem: nonlinear set membership approach
• Calculation of coefficients of equations of conditionally optimal filters
• Generalization of the theory of constrained optimal filtering to the case of nonwhite noise in observations
• The relation between the conditional optimal filtering and the extrapolations for a class of stochastic systems
• Conditionally optimal filtering and extrapolation of continuous processes

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