Design of predictor using covariance information in continuous-time stochastic systems with nonlinear observation mechanism
From MaRDI portal
Publication:1275142
DOI10.1016/S0165-1684(98)00072-3zbMath0909.93066MaRDI QIDQ1275142
Publication date: 12 January 1999
Published in: Signal Processing (Search for Journal in Brave)
design; extended Kalman filter; continuous-time stochastic systems; covariance information of signal and observation noise; extended predictor; nonlinear signal estimation
62M20: Inference from stochastic processes and prediction
93E11: Filtering in stochastic control theory
93C10: Nonlinear systems in control theory
93E10: Estimation and detection in stochastic control theory
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