Quasioptimal nonlinear filtering with regularization

Authors
Bulychev, YG Burlai, IV
Citation
Yg. Bulychev et Iv. Burlai, Quasioptimal nonlinear filtering with regularization, AUT REMOT R, 61(10), 2000, pp. 1655-1664
Citations number
10
Categorie Soggetti
AI Robotics and Automatic Control
Journal title
AUTOMATION AND REMOTE CONTROL
ISSN journal
00051179 → ACNP
Volume
61
Issue
10
Year of publication
2000
Part
1
Pages
1655 - 1664
Database
ISI
SICI code
0005-1179(200010)61:10<1655:QNFWR>2.0.ZU;2-Y
Abstract
A quasioptimal estimation method for Markov signals is elaborated through t he representation of evolutionary operators in the class of finite-spectrum functions in terms of truncation functions. Error estimates for the method and numerical modeling results are given.