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: 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
Depositing User: M/S ICAST NAL
Date Deposited: 22 Feb 2008
Last Modified: 17 Jun 2010 04:57
URI: http://nal-ir.nal.res.in/id/eprint/4615

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