OPTIMAL ESTIMATION OF RANDOM PROCESSES ON THE CRITERION OF MAXIMUM A POSTERIORI PROBABILITY
The problem of obtaining the equations for the a posteriori probability density of a stochastic Markov process with a linear measurement model. Unlike common approaches based on consideration as a criterion for optimization of the minimum mean square error of estimation, in this case, the optimizati...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Belarusian National Technical University
2016-03-01
|
| Series: | Sistemnyj Analiz i Prikladnaâ Informatika |
| Subjects: | |
| Online Access: | https://sapi.bntu.by/jour/article/view/88 |