Hierarchical recursive generalized extended least squares estimation algorithms for a class of nonlinear stochastic systems with colored noise

DOI10.1016/j.jfranklin.2019.06.032zbMath1423.93371WikidataQ127535924 ScholiaQ127535924MaRDI QIDQ2334210

Lijuan Wan, Longjin Wang, Ni Bu, Yan Ji

Publication date: 7 November 2019

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2019.06.032

zbMATH Keywords

bilinear state space stochastic system; hierarchical least squares estimation

Mathematics Subject Classification ID

93C10: Nonlinear systems in control theory

93E24: Least squares and related methods for stochastic control systems

93E03: Stochastic systems in control theory (general)

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