Title of article
Applying the EKF to stochastic differential equations with level effects
Author/Authors
Jan Nygaard Nielsen، نويسنده , , Henrik Madsen، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
6
From page
107
To page
112
Keywords
Stochastic modelling , Continuous-time systems , Brownian motion , maximum likelihood estimation , Extended Kalman "lters , Stochastic di!erential equations
Journal title
Automatica
Serial Year
2001
Journal title
Automatica
Record number
369104
Link To Document