NONLINEAR FILTERING OF STOHASTIC PROCESSES FROM DISCRETE-TIME DATA.

被引：0
|
作者：
Kapylov, A.K.
机构：
来源：
Problems of Control and Information Theory | 1979年 / 8卷 / 01期
关键词：
PROBABILITY - Random Processes;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Using the martingale apparatus, the author derives relations for the mean-square-optimal nonlinear filtering of nonobservable components of random processes based on observations of components having piecewise constant paths with fixed jump moments. An illustrative example is also presented.
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页码：39 / 54
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