Estimation of states and parameters of stochastic nonlinear system with measurement corrupted by correlated noise13;

Raol, JR and Sinha, NK (1988) Estimation of states and parameters of stochastic nonlinear system with measurement corrupted by correlated noise13;. Problems of Control and Information Theory, 17 (3). pp. 145-158.

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    Abstract

    We consider the problem of estimation of states and parameters of stochastic nonlinear systems described by difference equations when the measurements are corrupted by correlated noise. The solutions to the filtering problem are provided for certain general as well as a few special cases.

    Item Type: Journal Article
    Additional Information: Copyright for this article belongs to Pergamon Press Ltd.
    Uncontrolled Keywords: Stochastic nonlinear systems;Nonlinear matrix
    Subjects: ENGINEERING > Fluid Mechanics and Thermodynamics
    Division/Department: Flight Mechanics and Control Division, Other
    Depositing User: M/S ICAST NAL
    Date Deposited: 22 Feb 2008
    Last Modified: 17 Jun 2010 10:27
    URI: http://nal-ir.nal.res.in/id/eprint/4615

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