An adaptive algorithm for optimal non-linear estimation in stochastic systems

DOI10.1080/00207727708942116MaRDI QIDQ4180246zbMATH OpenOpenAlexFDO

Authors

Publication date 1977

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207727708942116

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10)

Cites work

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Cited in

(3)

• A martingale approach to the reliability of a structural system under nonstationary excitation
• The separation hypothesis and quasilinearization approach to continuous nonlinear stochastic controls
• The role of observations in stochastic linear dynamic models

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