L1-Optimal Filtering of Markov Jump Processes. I. Exact Solution and Numerical Implementation Schemes - Borisov, A. V. (Automation and remote control, 2020)
Keywords: 639/301/1034/1035; 639/925/357/995; CAE) and Design; Calculus of Variations and Optimal Control; Optimization; Computer-Aided Engineering (CAD; Control; Mathematics; Mathematics and Statistics; Mechanical Engineering; Mechatronics; Robotics; Systems Theory; Topical Issue; local and global accuracy of approximation; stable numerical solution algorithm; Markov jump process