Design of predictor using covariance information in continuous-time stochastic systems with nonlinear observation mechanism (Q1275142)

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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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