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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