Stochastic Systems

On constructive algorithms of optimal nonlinear filtering. II

A. I. Yashin

Moscow

Abstract: In continuance of Ref. [1] the paper studies construction of estimates in the case of logical interaction between the signal and the noise. Nonlinear equations are derived for optimal estimates of the useful signal.

UDC: 62-501


Received: 29.04.1975

 English version: Automation and Remote Control, 1975, 36:12, 2027–2033

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