Consider the one-dimensional ΓΏltering problem with state di usion coe cient and observation noise coe cient 1-, where 1 2 Β‘ Β‘1 is ΓΏxed. In the regime β 0, we provide an example of state dynamics and a corresponding asymptotically optimal ΓΏlter whose memory length is short in a strong sense. This sta
β¦ LIBER β¦
Parametric Filtering: Optimal Synthesis on a Nonlinear Dynamic Variety
β Scribed by V. Yu. Tertychnyi-Dauri
- Book ID
- 110325141
- Publisher
- SP MAIK Nauka/Interperiodica
- Year
- 2001
- Tongue
- English
- Weight
- 162 KB
- Volume
- 37
- Category
- Article
- ISSN
- 0032-9460
No coin nor oath required. For personal study only.
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