Optimal filtering in stochastic discrete-time systems with unknown inputs.

Andrey V. Borisov Alexei Pankov

Published in: IEEE Trans. Autom. Control. (1994)

Keyphrases

dynamic programming
distributed systems
knowledge base
optimal solution
management system
worst case
markov chain
intelligent systems
computer systems
building blocks
complex systems
monte carlo
retrieval systems
closed form
filtering method
locally optimal