State estimation and filtering in stochastic systems using adequate simplification

State estimation and filtering in stochastic systems using adequate simplification

The method of order reduction in solving stochastic problems of state estimation and filtering is considered. The method presented concerns the case where mathematical models of objects being studied are defined by systems of nonstationary differential equations.

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Cybernetics and systems analysis 1999-09, Vol.35 (5), p.764-768
1. Verfasser: Khilenko, V. V.
Format: Artikel
Sprache:eng
Schlagworte:
Differential equations
Filtration
State estimation
Stochastic systems
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:The method of order reduction in solving stochastic problems of state estimation and filtering is considered. The method presented concerns the case where mathematical models of objects being studied are defined by systems of nonstationary differential equations.
ISSN:1060-0396
1573-8337
DOI:10.1007/BF02733410