Abstract
An a posteriori probability-density equation is derived for a discretely continuous Markov process by an approach that avoids use of the stochastic estimation differential and allows a general observer with non-Gaussian noise to be examined.
Similar content being viewed by others
Literature Cited
V. I. Tikhonov, Optimal Reception of Signals [in Russian], Radio i Svyaz', Moscow (1983).
V. I. Tikhonov and M. A. Mironov, Markov Processes [in Russian], Sovet-skoe Radio, Moscow (1977).
I. E. Kazakov and V. M. Artem'ev, Optimization of Dynamic Systems of Random Structure [in Russian], Nauka, Moscow (1980).
I. E. Kazakov, Statistical Theory of Control Systems in State Space [in Russian], Nauka, Moscow (1975).
Additional information
Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Radiofizika, Vol. 34, No. 7, pp. 768–773, July, 1991.
Rights and permissions
About this article
Cite this article
Sokolov, S.V. Optimum estimation of discretely continuous Markov processes. Radiophys Quantum Electron 34, 634–638 (1991). https://doi.org/10.1007/BF01039595
Received:
Issue Date:
DOI: https://doi.org/10.1007/BF01039595