Abstract
The synthesis of optimal on-line algorithms for nonlinear estimation problems in the framework of Markov diffusion processes is an until now unsolved problem. The possibility to solve the problem by expansion of the conditional a-posteriori density in an Edgeworth serie and taking into account only the a-posteriori quasi moment-functions of lowest order is discussed.
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References
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© 1983 ACADEMIA, Publishing House of the Czechoslovak Academy of Sciences, Prague
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Ahlbehrendt, N., Draeger, U. (1983). An Attempt to Solve Approximately the Optimal Estimation Problem for Markov Processes by Expansion of the A-Pos-Teriori Density in an Edgeworth Series. In: Transactions of the Ninth Prague Conference. Czechoslovak Academy of Sciences, vol 9A. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-7013-7_11
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DOI: https://doi.org/10.1007/978-94-009-7013-7_11
Publisher Name: Springer, Dordrecht
Print ISBN: 978-94-009-7015-1
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