Title of article
Kalman estimation with brownian disturbances
Author/Authors
Avedʹyan، نويسنده , , Eduard D. and Tsypkin، نويسنده , , Yakov Z. and Bittanti، نويسنده , , Sergio، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1998
Pages
11
From page
1195
To page
1205
Abstract
In this paper we consider a dynamical system with a state and an output disturbances which are Brownian motions. Two solutions to the problem of state estimation from output observations are proposed. The first one is based on the augmented state approach and the second is based on the prefiltering approach. The performance obtained is illustrated by some theoretical and simulation results.
Journal title
Journal of the Franklin Institute
Serial Year
1998
Journal title
Journal of the Franklin Institute
Record number
1541954
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