Applying the EKF to stochastic differential equations with level effects
From MaRDI portal
Publication:1592900
DOI10.1016/S0005-1098(00)00128-XzbMath0982.93070MaRDI QIDQ1592900
Henrik Madsen, Jan Nygaard Nielsen
Publication date: 1 May 2001
Published in: Automatica (Search for Journal in Brave)
93E11: Filtering in stochastic control theory
93C10: Nonlinear systems in control theory
93B17: Transformations
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