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State and parameter estimation of nonlinear systems using observations containing colored noise

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Publication:1159590
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zbMath0475.93066MaRDI QIDQ1159590

I. D. Siluyanova

Publication date: 1980

Published in: Automation and Remote Control (Search for Journal in Brave)


zbMATH Keywords

stochastic differential equationnonlinear systemsstate and parameter estimationcolored observation noise


Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10)


Related Items (1)

Conditionally optimal estimation in stochastic differential systems







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