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Two-stage algorithm for estimation of nonlinear functions of state vector in linear Gaussian continuous dynamical systems - MaRDI portal

Two-stage algorithm for estimation of nonlinear functions of state vector in linear Gaussian continuous dynamical systems (Q786092)

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scientific article; zbMATH DE number 7233428
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English
Two-stage algorithm for estimation of nonlinear functions of state vector in linear Gaussian continuous dynamical systems
scientific article; zbMATH DE number 7233428

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    Two-stage algorithm for estimation of nonlinear functions of state vector in linear Gaussian continuous dynamical systems (English)
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    12 August 2020
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    linear Gaussian continuous-time stochastic systems
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    minimum mean square error estimation
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