Article thumbnail

Estimation of states and parameters of stochastic nonlinear system with measurement corrupted by correlated noise13;

By JR Raol and NK Sinha

Abstract

We consider the problem of estimation of states and parameters of stochastic nonlinear systems described by difference equations when the measurements are corrupted by correlated noise. The solutions to the filtering problem are provided for certain general as well as a few special cases

Topics: Fluid Mechanics and Thermodynamics
Publisher: Pergamon Press Ltd
Year: 1988
OAI identifier: oai:nal-ir.nal.res.in:4615

Suggested articles


To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.