DocumentCode
1197931
Title
On the optimal state estimation of a class of discrete-time nonlinear systems
Author
Yaz, Engin
Volume
34
Issue
9
fYear
1987
fDate
9/1/1987 12:00:00 AM
Firstpage
1127
Lastpage
1129
Abstract
The optimal linear estimator is given for a class of discretetime nonlinear stochastic systems with nonlinear noisy measurement equations. First, the one-step predictor is considered and then the limiting behavior of the estimator is examined.
Keywords
Discrete-time systems; Nonlinear systems, stochastic; State estimation, nonlinear systems; Stochastic systems, nonlinear; Autocorrelation; Ear; Filters; Frequency estimation; Noise shaping; Nonlinear systems; Polynomials; State estimation; Stochastic systems; Time measurement;
fLanguage
English
Journal_Title
Circuits and Systems, IEEE Transactions on
Publisher
ieee
ISSN
0098-4094
Type
jour
DOI
10.1109/TCS.1987.1086256
Filename
1086256
Link To Document