This article is cited in 1 paper

Adaptive Systems

Minimах filtering of the path of a dynamic system which depends on a non-parameteric signal

A. P. Korostelev

Moscow

Abstract: Statistical observations containing data on a non-parametric signal lead to an estimate of the path of a dynamic system which depends on that signal. The path is viewed as a smooth non-predictive functional of the signal. An asymptotically minimax-efficient recurrent algorithm is obtained for filtering this path.

UDC: 517.987


Received: 08.02.1988

 English version: Automation and Remote Control, 1989, 50:8, 1073–1078

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