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Avtomatika i Telemekhanika, 2004, Issue 12, Pages 94–109 (Mi at1676)  
This article is cited in 4 scientific papers (total in 4 papers)

Stochastic Systems

Optimal estimation equations for the state vector of a stochastic bilinear system: its bilinear approximation

M. E. Shaikin

Institute of Control Sciences, Russian Academy of Sciences
Full-text PDF (245 kB) Citations (4)
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Abstract: A finite-dimensional approximation for the optimal filtrating equations of the class of Markov diffusion processes described by a bilinear stochastic system is derived. The solution of the stochastic system is expressed in terms of the Peano series and its formal algebraic representation. A finite system of equations for the approximate filter is derived as the optimal Stratonovich–Kushner filter for a system with finite Peano series.
Presented by the member of Editorial Board: A. I. Kibzun

Received: 04.09.2003
English version:
Automation and Remote Control, 2004, Volume 65, Issue 12, Pages 1946–1960
DOI: https://doi.org/10.1023/B:AURC.0000049879.83675.c2
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: M. E. Shaikin, “Optimal estimation equations for the state vector of a stochastic bilinear system: its bilinear approximation”, Avtomat. i Telemekh., 2004, no. 12, 94–109; Autom. Remote Control, 65:12 (2004), 1946–1960
Citation in format AMSBIB
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    • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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