A state estimation algorithm for linear systems driven simultaneously by Wiener and Poisson processes
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Publication:3941294
DOI10.1109/TAC.1982.1102977zbMath0482.93063MaRDI QIDQ3941294
Samuel P. Au, H. Vincent Poor, Abraham Haddad
Publication date: 1982
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
state estimationwhite noisePoisson noiselinear stochastic systemsnonlinear, suboptimal smoothing algorithm
Gaussian processes (60G15) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Data smoothing in stochastic control theory (93E14)
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