Applying the EKF to stochastic differential equations with level effects

DOI10.1016/S0005-1098(00)00128-XzbMath0982.93070OpenAlexW2000275211WikidataQ126471509 ScholiaQ126471509MaRDI QIDQ1592900

Henrik Madsen, Jan Nygaard Nielsen

Publication date: 1 May 2001

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0005-1098(00)00128-x

zbMATH Keywords

nonlinear filteringtransformationmultiplicative noisestochastic modelling

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Transformations (93B17)

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