Title :
Optimal and Conditionally-Optimal Filtering of Special Markov Jump Processes
Author :
Borisov, Andrey V.
Author_Institution :
Russian Acad. of Sci., Moscow
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;
Conference_Titel :
Control and Communications, 2007. SIBCON '07. Siberian Conference on
Conference_Location :
Tomsk
Print_ISBN :
1-4244-0346-4
DOI :
10.1109/SIBCON.2007.371309
