Hierarchical recursive generalized extended least squares estimation algorithms for a class of nonlinear stochastic systems with colored noise

DOI10.1016/J.JFRANKLIN.2019.06.032zbMath1423.93371OpenAlexW2958339834WikidataQ127535924 ScholiaQ127535924MaRDI QIDQ2334210

Lijuan Wan, Longjin Wang, Ni Bu, Yan Ji

Publication date: 7 November 2019

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

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2019.06.032

zbMATH Keywords

bilinear state space stochastic systemhierarchical least squares estimation

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Least squares and related methods for stochastic control systems (93E24) Stochastic systems in control theory (general) (93E03)

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