Stochastic Systems

Constructive algorithms of optimal nonlinear filtering. I

A. I. Yashin

Moscow

Abstract: Problems of optimal nonlinear discontinuous process filtering are studied. Constructive algorithms are derived that lead to r.m.s. estimates on the knowledge of discontinuous results of observation.

UDC: 62-501, 519.21


Received: 29.04.1975

 English version: Automation and Remote Control, 1975, 36:11, 1775–1781

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