Adaptive Optimal Nonlinear Filtering and Some Adjacent Questions

被引：0

作者：

V. Yu. Tertychnyi-Dauri

机构：

[1] State Institute of Fine Mechanics and Optics,

来源：

Automation and Remote Control | 2001年 / 62卷

关键词：

Dynamic System; Mechanical Engineer; System Theory; Formed Model; Dual Problem;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

This paper consists of two parts and deals with the solution of a number of problems of the parametric (nonadaptive and adaptive) synthesis of optimal filters in nonlinear dynamic systems under the action of white-noise disturbances on them. The first part is confined to questions of verification of the formed models of observation and estimation and also the derivation of conditions under which the initial problem of optimal nonlinear filtering is equivalent to the dual problem of optimal control.

引用

页码：1511 / 1522

页数：11

共 6 条

[1]

Kalman R.(1961)New Results in Linear Filtering and Prediction Theory Trans. ASME J. Basic Eng. 83 123-141

[2]

Bucy R.(1971)Optimal Nonlinear Estimation Int. J. Control 14 1137-1148

[3]

Lainiotis D.(1968)Nonlinear Filtering of Diffusion Markov Processes Tr. MIAN 14 135-180

[4]

Liptser R.(1973)Optimal Control of Processes of Trajectory Measurements with Random Disturbances Differ. Uravn. 9 1754-1764

[5]

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[6]

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