Estimation of the state of a nonlinear process in the presence of nongaussian noise and disturbances

DOI10.1016/0016-0032(66)90434-0zbMath0305.62062OpenAlexW2059218065MaRDI QIDQ1217442

Irwin Bernstein, Bernard Friedland

Publication date: 1966

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0016-0032(66)90434-0

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic analysis (60H99)

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Cites Work

• Some Applications of Stochastic Differential Equations to Optimal Nonlinear Filtering
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