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.
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页码：1511 / 1522
页数：11
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