Estimation for Certain Nonlinear Stochastic Systems.
MASSACHUSETTS INST OF TECH CAMBRIDGE DEPT OF ELECTRICAL ENGINEERING AND COMPUTER SCIENCE
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Recently a great deal of attention has gone into the study of classes of deterministic nonlinear systems described either by bilinear differential state equations or Volterra series input-output relations. In addition, a number of results have been obtained for the stochastic analogs of these systems. In this note the authors describe a class of systems for which they can construct optimal finite-dimensional nonlinear filters. A complete study of this problem is given in another paper.
- Statistics and Probability