Optimal filtering and smoothing for discrete-time stochastic singular systems.

Shu-Li Sun Jing Ma

Published in: Signal Process. (2007)

Keyphrases

dynamic programming
management system
genetic algorithm
neural network
intelligent systems
state dependent
stochastic control
distributed systems
filtering process
optimal control
smoothing filter
markov processes
steady state
monte carlo
complex systems
markov chain
expert systems
multiscale