Design of predictor using covariance information in continuous-time stochastic systems with nonlinear observation mechanism (Q1275142)
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English | Design of predictor using covariance information in continuous-time stochastic systems with nonlinear observation mechanism |
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Design of predictor using covariance information in continuous-time stochastic systems with nonlinear observation mechanism (English)
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12 January 1999
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extended predictor
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nonlinear signal estimation
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covariance information of signal and observation noise
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continuous-time stochastic systems
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design
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extended Kalman filter
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