特殊马尔可夫跳跃过程的最优和条件最优滤波

2007 Siberian Conference on Control and Communications Pub Date : 2007-04-20 DOI:10.1109/SIBCON.2007.371309

Andrey V. Borisov

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引用次数: 0

摘要

本文介绍了以特殊马尔可夫跳跃过程作为状态的观测系统及其在维纳噪声存在下的间接观测。给出了线性估计量、多项式估计量和所有非线性估计量的最优滤波问题的解，并证明了所得到的估计量之间的相互关系。

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Optimal and Conditionally-Optimal Filtering of Special Markov Jump Processes

The paper introduces observation systems with special Markov Jump processes as the states arid their indirect observations in presence of Wiener noises. Solution of the optimal filtering problem in the classes of linear, polynomial and all nonlinear estimators is presented, and interrelation of obtained estimates is also demonstrated.

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来源期刊

2007 Siberian Conference on Control and Communications

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