Applying the EKF to stochastic differential equations with level effects

Jan Nygaard Nielsen، نويسنده , , Henrik Madsen، نويسنده ,

روزنامه با شماره پیاپی سال 2001

6

107

112

Stochastic modelling , Continuous-time systems , Brownian motion , maximum likelihood estimation , Extended Kalman "lters , Stochastic di!erential equations

Automatica

2001

Automatica

369104