DocumentCode
2815523
Title
Optimal and Conditionally-Optimal Filtering of Special Markov Jump Processes
Author
Borisov, Andrey V.
Author_Institution
Russian Acad. of Sci., Moscow
fYear
2007
fDate
20-21 April 2007
Firstpage
113
Lastpage
119
Abstract
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.
Keywords
Markov processes; Markov jump processes; Wiener noises; Zakai equation; conditionally-optimal filtering; nonlinear estimators; observation systems; Communication system control; Control systems; Filtering; Informatics; Nonlinear equations; Nonlinear filters; Optimal control; Polynomials; Stochastic processes; Yttrium; Markov jump process; Zakai equation; nonlinear filtering;
fLanguage
English
Publisher
ieee
Conference_Titel
Control and Communications, 2007. SIBCON '07. Siberian Conference on
Conference_Location
Tomsk
Print_ISBN
1-4244-0346-4
Type
conf
DOI
10.1109/SIBCON.2007.371309
Filename
4233288
Link To Document