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Avtomatika i Telemekhanika, 1980, Issue 10, Pages 60–69 (Mi at7199)  
Stochastic Systems

Estimating the state and parameters of nonlinear systems with non-white observation noise

I. D. Siluyanova

Moscow
Full-text PDF (1550 kB)
Abstract: The method to estimate the state variables and parameters in stochastic systems of Refs [1, 2] is extended to the case where noise in observation is not white and is determined by a stochastic differential equation.

Received: 14.12.1979
Bibliographic databases:
Document Type: Article
UDC: 62-501.5
Language: Russian
Citation: I. D. Siluyanova, “Estimating the state and parameters of nonlinear systems with non-white observation noise”, Avtomat. i Telemekh., 1980, no. 10, 60–69
Citation in format AMSBIB
\Bibitem{Sil80}
\by I.~D.~Siluyanova
\paper Estimating the state and parameters of nonlinear systems with non-white observation noise
\jour Avtomat. i Telemekh.
\yr 1980
\issue 10
\pages 60--69
\mathnet{http://mi.mathnet.ru/at7199}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=649132}
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  • https://www.mathnet.ru/eng/at/y1980/i10/p60
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