Conditionally optimal filtering and extrapolation of continuous processes

zbMATH Open0547.93065MaRDI QIDQ799640FDOQ799640

Authors: V. S. Pugachev 

Publication date: 1984

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

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zbMATH Keywords

extrapolationconditionally optimal filteringfiltering performance

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) Nonlinear systems in control theory (93C10) Model systems in control theory (93C99)

Cited In (11)

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• An adaptive method for assessing traffic characteristics in high-speed multiservice communication networks based on a fuzzy control procedure
• Optimal filtering of doubly stochastic auto-regressive processes
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• Modified statistical algorithms for filtering and extrapolation in continuous-time stochastic systems
• Simplified monoharmonic approach to investigation of forced vibrations of thin wall multilayer inelastic elements with piezoactive layers under cyclic loading
• Title not available (Why is that?)
• Design of conditionally optimal filters based on optimal nonlinear filtering equations
• 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
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