An adaptive algorithm for optimal non-linear estimation in stochastic systems
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Publication:4180246
DOI10.1080/00207727708942116zbMath0396.93046MaRDI 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
93C10: Nonlinear systems in control theory
93C40: Adaptive control/observation systems
93E10: Estimation and detection in stochastic control theory
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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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