A DISCRETE KALMAN FILTER FOR A CLASS OF NON-LINEAR STOCHASTIC-SYSTEMS

被引:0
|
作者
YAVIN, Y
机构
关键词
D O I
10.1080/00207728208926425
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
引用
下载
收藏
页码:1233 / 1246
页数:14
相关论文
共 50 条
  • [41] Stochastic resonance non-linear filter characteristic of cascaded bistable systems
    He, Hui-Long
    Wang, Tai-Yong
    Leng, Yong-Gang
    Zhang, Ying
    Xu, Yong-Gang
    Jilin Daxue Xuebao (Gongxueban)/Journal of Jilin University (Engineering and Technology Edition), 2007, 37 (04): : 905 - 909
  • [42] PARAMETRIZATIONS OF LINEAR STOCHASTIC-SYSTEMS
    BOKOR, J
    KEVICZKY, L
    LECTURE NOTES IN CONTROL AND INFORMATION SCIENCES, 1991, 161 : 47 - 65
  • [43] FAST FILTER IN NON-LINEAR SYSTEMS WITH APPLICATION TO STOCHASTIC VOLATILITY MODEL
    Derrode, S.
    Pieczynski, W.
    2014 PROCEEDINGS OF THE 22ND EUROPEAN SIGNAL PROCESSING CONFERENCE (EUSIPCO), 2014, : 2410 - 2414
  • [44] Non-linear Estimation with Generalised Compressed Kalman Filter
    Narula, Karan
    Guivant, Jose E.
    Li, Xeusong
    2018 21ST INTERNATIONAL CONFERENCE ON INFORMATION FUSION (FUSION), 2018, : 1241 - 1249
  • [45] Kalman Filter for Discrete-Time Stochastic Linear Systems Subject to Intermittent Unknown Inputs
    Keller, Jean-Yves
    Sauter, Dominique D. J.
    IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2013, 58 (07) : 1882 - 1887
  • [46] On the general Kalman filter for discrete time stochastic fractional systems
    Sadeghian, Hoda
    Salarieh, Hassan
    Alasty, Aria
    Meghdari, Ali
    MECHATRONICS, 2013, 23 (07) : 764 - 771
  • [47] OPTIMIZATION OF NON-LINEAR STOCHASTIC-SYSTEMS WITH RANDOM PARAMETERS, MULTIPLICATIVE AND ADDITIVE NOISES .2.
    RODNISHCHEV, NE
    IZVESTIYA VYSSHIKH UCHEBNYKH ZAVEDENII AVIATSIONAYA TEKHNIKA, 1989, (01): : 40 - 44
  • [48] STRUCTURE OF LUENBERGER OBSERVER IN DISCRETE-TIME LINEAR STOCHASTIC-SYSTEMS
    WEISS, H
    IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1977, 22 (05) : 871 - 873
  • [49] Determination of a controllable set for a class of non-linear stochastic control systems
    Liu, YZ
    Peng, S
    OPTIMAL CONTROL APPLICATIONS & METHODS, 2003, 24 (03): : 173 - 181
  • [50] On hybrid control of a class of stochastic non-linear Markovian switching systems
    Dong, Yuewu
    Sun, Jitao
    AUTOMATICA, 2008, 44 (04) : 990 - 995