NDLI: Optimal state filtering of controllable systems with random structure

Content Provider	Springer Nature Link
Author	Borisov, A. V. Stefavich, A. I.
Copyright Year	2007
Abstract	The problem of optimal filtering in stochastic differential systems with random structure whose switches are generated by a special class of Markov jump processes is considered. The equations of the conditional expectation and conditional probability density function of the signal process are obtained. Numerical methods for solving the corresponding analogues of the Fokker-Planck-Kolmogorov and Zakai equations are proposed.
Starting Page	348
Ending Page	358
Page Count	11
File Format	PDF
ISSN	10642307
Journal	Journal of Computer and Systems Sciences International
Volume Number	46
Issue Number	3
e-ISSN	15556530
Language	English
Publisher	Nauka/Interperiodica
Publisher Date	2007-01-01
Publisher Place	Moscow
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Control Engineering
Content Type	Text
Resource Type	Article
Subject	Applied Mathematics Theoretical Computer Science Computer Networks and Communications Control and Systems Engineering Information Systems Computer Vision and Pattern Recognition Software

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Optimal state filtering of controllable systems with random structure