Stable Approximation Schemes for Optimal Filters
                    
                        
                            نویسندگان
                            
                            
                        
                        
                    
                    
                    چکیده
منابع مشابه
Optimal Control Synthesis in Grid Approximation Schemes
Grid approximation schemes for constructing value functions and optimal feedbacks in problems of guaranteed control are proposed via theory of generalized (minimax, viscosity) solutions of Hamilton-Jacobi equations. Value functions in optimal control problems are usually nondifferentiable and corresponding feedbacks have the discontinuous switching character. Therefore, constructions of general...
متن کاملV-Optimal Filters for Data Approximation in Continuous Data Streams
Monitoring data streams in real time over distributed streaming environments plays a large role in maintaining situation awareness, which is a great challenge due to huge data volumes and bandwidth limitations. In this monitoring process, transmission cost and value accuracy are two very important but conflicting factors in measuring the efficacy of the system. On one hand, increasing value acc...
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ژورنال
عنوان ژورنال: SIAM/ASA Journal on Uncertainty Quantification
سال: 2020
ISSN: 2166-2525
DOI: 10.1137/19m1255410