An adaptive algorithm for optimal non-linear estimation in stochastic systems

DOI10.1080/00207727708942116zbMath0396.93046OpenAlexW2089487643MaRDI QIDQ4180246

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Publication date: 1977

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207727708942116

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10)

Related Items (3)

A martingale approach to the reliability of a structural system under nonstationary excitation ⋮ The separation hypothesis and quasilinearization approach to continuous nonlinear stochastic controls ⋮ The role of observations in stochastic linear dynamic models

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