Guaranteed Dynamic-System State Estimation by the Method of Bidirectional Dynamic Programming

The problem of guaranteed estimation (smoothing, filtration, prediction) of a dynamic process observed on a finite discrete time interval is solved, based on generalization of the dynamic programming procedure for the case with sequential optmization in direct and inverse time. [PUBLICATION ABSTRACT...

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Bibliographic Details
Published in:Cybernetics and systems analysis 2001-01, Vol.37 (1), p.63
Main Author: Bakan, G M
Format: Article
Language:English
Subjects:
Algorithms
Dynamic programming
Estimates
Estimating techniques
Noise
Studies
Online Access:Get full text
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Description
Summary:The problem of guaranteed estimation (smoothing, filtration, prediction) of a dynamic process observed on a finite discrete time interval is solved, based on generalization of the dynamic programming procedure for the case with sequential optmization in direct and inverse time. [PUBLICATION ABSTRACT]
ISSN:1060-0396
1573-8337
DOI:10.1023/A:1016668117171