Quasi-optimal nonlinear filters (Q1390493)
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scientific article; zbMATH DE number 1175213
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi-optimal nonlinear filters |
scientific article; zbMATH DE number 1175213 |
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Quasi-optimal nonlinear filters (English)
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18 October 1998
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The paper deals with the problem of estimating part of the state variables of a continuous-time nonlinear stochastic system on the basis of noisy linear observations of some state variables (not necessarily those to be estimated). An approximate algorithm based on the statistical linearization of the state equations is proposed.
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nonlinear filtering
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approximate filtering
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partial estimation
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statistical linearization
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