An approximate method of state estimation for non-linear dynamical systems with state-dependent noise†

DOI10.1080/00207177008905976zbMath0194.46304OpenAlexW2131662985MaRDI QIDQ5590378

Kohji Yamashita, Yoshifumi Sunahara

Publication date: 1970

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207177008905976

zbMATH Keywords

control theory

Related Items (7)

The optimal projection equations for reduced-order, discrete-time state estimation for linear systems with multiplicative white noise ⋮ A Seventh‐Degree Cubature Kalman Filter ⋮ Filter design based on characteristic functions for one class of multi-dimensional nonlinear non-Gaussian systems ⋮ Adaptive Masreliez-Martin fractional embedded cubature Kalman filter ⋮ A New Derivation of the Cubature Kalman Filters ⋮ Monte Carlo technique for prediction and filtering of non-linear stochastic processes ⋮ An alternative approach to non-linear filtering†

Cites Work

• On the relation between ordinary and stochastic differential equations
• A New Representation for Stochastic Integrals and Equations
• Unnamed Item

This page was built for publication: An approximate method of state estimation for non-linear dynamical systems with state-dependent noise†