Automation and Remote Control

, Volume 63, Issue 1, pp 76–89 | Cite as

Adaptive Optimal Nonlinear Filtration and Certain Related Topics. II

  • V. Yu. Tertychnyi-Dauri


The properties of the solutions of optimal parametric filtration equations and an adaptive variant of the problem with regard for time-drift of the unknown parameters of the system are studied. Along with the Kalman interpretation of the optimal adaptive nonlinear filter, the Bayes approach to applying the respective a posteriori densities is also studied.


Filtration Mechanical Engineer System Theory Unknown Parameter Related Topic 
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Copyright information

© MAIK “Nauka/Interperiodica” 2002

Authors and Affiliations

  • V. Yu. Tertychnyi-Dauri
    • 1
  1. 1.State Institute of Fine Mechanics and OpticsSt. PetersburgRussia

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