Optimal management of stochastic observations with a finite quadratic criterion

Authors
Pavlenko, PP
Citation
Pp. Pavlenko, Optimal management of stochastic observations with a finite quadratic criterion, AUTOM C C S, 35(2), 2001, pp. 52-58
Citations number
6
Categorie Soggetti
AI Robotics and Automatic Control
Journal title
AUTOMATIC CONTROL AND COMPUTER SCIENCES
ISSN journal
01464116 → ACNP
Volume
35
Issue
2
Year of publication
2001
Pages
52 - 58
Database
ISI
SICI code
0146-4116(2001)35:2<52:OMOSOW>2.0.ZU;2-M
Abstract
A simple and effective algorithm is considered for synthesizing a nonlinear stochastic-process observation function based on a finite quadratic criter ion.