Accession Number:

ADA017618

Title:

Estimation for Certain Nonlinear Stochastic Systems.

Descriptive Note:

Interim rept.,

Corporate Author:

MASSACHUSETTS INST OF TECH CAMBRIDGE DEPT OF ELECTRICAL ENGINEERING AND COMPUTER SCIENCE

Personal Author(s):

Report Date:

1975-01-01

Pagination or Media Count:

10.0

Abstract:

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.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE