Automation and Remote Control

, Volume 62, Issue 9, pp 1511–1522 | Cite as

Adaptive Optimal Nonlinear Filtering and Some Adjacent Questions

  • V. Yu. Tertychnyi-Dauri


This paper consists of two parts and deals with the solution of a number of problems of the parametric (nonadaptive and adaptive) synthesis of optimal filters in nonlinear dynamic systems under the action of white-noise disturbances on them. The first part is confined to questions of verification of the formed models of observation and estimation and also the derivation of conditions under which the initial problem of optimal nonlinear filtering is equivalent to the dual problem of optimal control.


Dynamic System Mechanical Engineer System Theory Formed Model Dual Problem 
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Copyright information

© MAIK “Nauka/Interperiodica” 2001

Authors and Affiliations

  • V. Yu. Tertychnyi-Dauri
    • 1
  1. 1.State Institute of Fine Mechanics and OpticsSt. PetersburgRussia

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