OPTIMAL ESTIMATION OF RANDOM PROCESSES ON THE CRITERION OF MAXIMUM A POSTERIORI PROBABILITY

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...

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Bibliographic Details
Main Authors: A. A. Lobaty, Y. F. Yacina, N. N. Arefiev
Format: Article
Language:English
Published: Belarusian National Technical University 2016-03-01
Series:Системный анализ и прикладная информатика
Subjects:
mathematical model, state space, stochastic equations, optimization criteria, the expectation, the demolition of the vector, diffusion matrix
Online Access:https://sapi.bntu.by/jour/article/view/88

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