Least-squares state estimation of systems with state-dependent observation noise

DOI10.1016/0005-1098(85)90063-9zbMath0565.93055OpenAlexW2148749330MaRDI QIDQ1059039

Yoshiki Takeuchi, Hajime Akashi

Publication date: 1985

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(85)90063-9

zbMATH Keywords

nonlinear filteringoptimal filtercontinuous-time systemsleast-squares state estimationBayes-type formulastate-dependent observation noise

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Model systems in control theory (93C99)

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