| Title:
|
Modified quasilinear filtering method for estimation of processes in multidimensional nonlinear stochastic systems (English) |
| Author:
|
Oh, Myoungho |
| Author:
|
Shin, Vladimir Ignatevich |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
33 |
| Issue:
|
4 |
| Year:
|
1997 |
| Pages:
|
399-408 |
| . |
| Category:
|
math |
| . |
| MSC:
|
93A15 |
| MSC:
|
93C10 |
| MSC:
|
93E11 |
| MSC:
|
93E12 |
| idZBL:
|
Zbl 0927.93052 |
| idMR:
|
MR1471385 |
| . |
| Date available:
|
2009-09-24T19:10:07Z |
| Last updated:
|
2012-06-06 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124887 |
| . |
| Reference:
|
[1] M. L. Dashevskii: Technical realization of the moment-semi-invariant method for analysis of random processes.Automat. Remote Control 37 (1976), 10, 1490-1492. |
| Reference:
|
[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. MR 0774659 |
| Reference:
|
[3] A. Gelb: Applied Optimal Estimation.MIT Press, Cambridge, MA 1974. MR 0345688 |
| Reference:
|
[4] R. Hermann, A. J. Krener: Nonlinear controllability and observability.IEEE Trans. Automat. Control 22 (1977), 5, 728-740. Zbl 0396.93015, MR 0476017 |
| Reference:
|
[5] A. H. Jazwinski: Stochastic Processes and Filtering Theory.Academic Press, New York 1970. Zbl 0203.50101 |
| Reference:
|
[6] H. Kwakernaak, R. Sivan: Linear Optimal Control Systems.Wiley-Interscience, New York 1972. Zbl 0276.93001, MR 0406607 |
| Reference:
|
[7] V. S. Pugachev, I. N. Sinitsyn: Stochastic Differential Systems: Analysis and Filtering.Wiley, New York 1987. Zbl 0616.60053, MR 0894478 |
| Reference:
|
[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. MR 0932562 |
| Reference:
|
[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. MR 1107828 |
| Reference:
|
[10] P. F. Stendel: Stochastic Optimal Control: Theory and Application.Wiley, New York 1986. |
| . |
