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Avtomatika i Telemekhanika, 2018, Issue 1, Pages 3–17
(Mi at14718)
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This article is cited in 8 scientific papers (total in 8 papers)
Topical issue
The conditionally minimax nonlinear filtering method and modern approaches to state estimation in nonlinear stochastic systems
A. V. Borisova, A. V. Bosova, A. I. Kibzunb, G. B. Millera, K. V. Semenikhina a Institute of Informatics Problems of Federal Research Center
"Computer Science and Control" of Russian Academy of Sciences, Moscow, Russia
b Moscow Aviation Institute, Moscow, Russia
Abstract:
We consider, in chronological order, the main results that have defined the concept of conditionally minimax nonlinear filtering. This would let us to follow all the evolution stages of this universal method, from a particular application, through basic mathematical concepts, to an advanced theory able to solve a wide class of robust estimation problems in linear and nonlinear stochastic systems.
Keywords:
discrete-time nonlinear stochastic system, conditionally minimax nonlinear filtering, basic prediction, basic correction, minimax estimation problem.
Citation:
A. V. Borisov, A. V. Bosov, A. I. Kibzun, G. B. Miller, K. V. Semenikhin, “The conditionally minimax nonlinear filtering method and modern approaches to state estimation in nonlinear stochastic systems”, Avtomat. i Telemekh., 2018, no. 1, 3–17; Autom. Remote Control, 79:1 (2018), 1–11
Linking options:
https://www.mathnet.ru/eng/at14718 https://www.mathnet.ru/eng/at/y2018/i1/p3
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Statistics & downloads: |
Abstract page: | 560 | Full-text PDF : | 103 | References: | 53 | First page: | 78 |
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