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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
Article
  • 23 Downloads

Abstract

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.

Keywords

Filtration Mechanical Engineer System Theory Unknown Parameter Related Topic 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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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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