Applying the EKF to stochastic differential equations with level effects (Q1592900): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Created claim: Wikidata QID (P12): Q126471509, #quickstatements; #temporary_batch_1722788207324 |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q126471509 / rank | |||
Normal rank | |||
Latest revision as of 17:20, 4 August 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Applying the EKF to stochastic differential equations with level effects |
scientific article |
Statements
Applying the EKF to stochastic differential equations with level effects (English)
0 references
1 May 2001
0 references
The authors consider a nonlinear filtering problem for a model with multiplicative noise. For a restricted class of systems of stochastic differential equations, they propose a transformation such that the transformed system is a system with additive noise.
0 references
stochastic modelling
0 references
nonlinear filtering
0 references
multiplicative noise
0 references
transformation
0 references
