Modified quasilinear filtering method for estimation of processes in multidimensional nonlinear stochastic systems

Myoungho Oh; Vladimir Ignatevich Shin

Kybernetika (1997)

  • Volume: 33, Issue: 4, page 399-408
  • ISSN: 0023-5954

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Oh, Myoungho, and Shin, Vladimir Ignatevich. "Modified quasilinear filtering method for estimation of processes in multidimensional nonlinear stochastic systems." Kybernetika 33.4 (1997): 399-408. <http://eudml.org/doc/28042>.

@article{Oh1997,
author = {Oh, Myoungho, Shin, Vladimir Ignatevich},
journal = {Kybernetika},
keywords = {quasilinear filtering; nonlinear stochastic systems; stochastic differential equations},
language = {eng},
number = {4},
pages = {399-408},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Modified quasilinear filtering method for estimation of processes in multidimensional nonlinear stochastic systems},
url = {http://eudml.org/doc/28042},
volume = {33},
year = {1997},
}

TY - JOUR
AU - Oh, Myoungho
AU - Shin, Vladimir Ignatevich
TI - Modified quasilinear filtering method for estimation of processes in multidimensional nonlinear stochastic systems
JO - Kybernetika
PY - 1997
PB - Institute of Information Theory and Automation AS CR
VL - 33
IS - 4
SP - 399
EP - 408
LA - eng
KW - quasilinear filtering; nonlinear stochastic systems; stochastic differential equations
UR - http://eudml.org/doc/28042
ER -

References

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  2. M. L. Dashevskii I. D. Siluyanova, V. I. Shin, On error evaluation of the quasilinear filtering method, Automat. Remote Control 45 (1984), 6, 731-737. (1984) MR0774659
  3. A. Gelb, Applied Optimal Estimation, MIT Press, Cambridge, MA 1974. (1974) MR0345688
  4. R. Hermann, A. J. Krener, Nonlinear controllability and observability, IEEE Trans. Automat. Control 22 (1977), 5, 728-740. (1977) Zbl0396.93015MR0476017
  5. A. H. Jazwinski, Stochastic Processes and Filtering Theory, Academic Press, New York 1970. (1970) Zbl0203.50101
  6. H. Kwakernaak, R. Sivan, Linear Optimal Control Systems, Wiley-Interscience, New York 1972. (1972) Zbl0276.93001MR0406607
  7. V. S. Pugachev, I. N. Sinitsyn, Stochastic Differential Systems: Analysis and Filtering, Wiley, New York 1987. (1987) Zbl0616.60053MR0894478
  8. V. S. Pugachev I. N. Sinitsyn, V. I. Shin, Program implementation of the normal approximation method for nonlinear stochastic system analysis, Automat. Remote Control 48 (1987), 2, 189-194. (1987) MR0932562
  9. V. S. Pugachev I. N. Sinitsyn A. A. Cherednichenko V. I. Shin, V. I. Sinitsyn, Mathematical software for analysis of multidimensional nonlinear stochastic systems, Automat. Remote Control 52 (1991), 1, 73-80. (1991) MR1107828
  10. P. F. Stendel, Stochastic Optimal Control: Theory and Application, Wiley, New York 1986. (1986) 

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