Title :
On the optimal state estimation of a class of discrete-time nonlinear systems
fDate :
9/1/1987 12:00:00 AM
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;
Journal_Title :
Circuits and Systems, IEEE Transactions on
DOI :
10.1109/TCS.1987.1086256
