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JOURNALS // Avtomatika i Telemekhanika // Archive
Avtomat. i Telemekh., 1987 Issue 11, Pages 61–70 (Mi at4629)
This article is cited in 1 paper

Stochastic Systems

Optimal filtering in discrete-time random structure systems

Y. A. Kliokis

Kaunas

Abstract: A solution of the optimal nonlinear problem is presented for a discrete-time random structure system when changes of the system structure are governed by a conditional Markov chain.

UDC: 621.391.272


Received: 03.03.1986


© Steklov Math. Inst. of RAS, 2024