Abstract
Two types of approximate suboptimal Liptser-Shiryaev filters (LSFs) are developed. The first type is based on the generalized Kalman-Bucy filter; the second type, on the parameterization of the a posteriori distribution using the orthogonal expansion method and the quasi-moment method. In principle, the design methods of the LSFs (see below) can be used for obtaining an almost optimal filter with any degree of accuracy. The higher the maximum order of the orthogonal expansion parameters under consideration is, the higher the accuracy of approximation to the optimal estimate will be.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
