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)

Related Items (7)

Observation-based filtering of state of a nonlinear dynamical system with random delays ⋮ A quantified approach of predicting suitability of using the unscented Kalman filter in a non-linear application ⋮ Data assimilation using a GPU accelerated path integral Monte Carlo approach ⋮ Numerical experiments with various optimal estimators ⋮ A comparison of three non-linear filters ⋮ On the observability of nonlinear systems. I ⋮ Analytical methods for performance evaluation of nonlinear filters

Cites Work

• Some Applications of Stochastic Differential Equations to Optimal Nonlinear Filtering
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