Stochastic Systems

Suboptimal algorithm for state and parameter estimation in multidimensional continuous nonlinear systems

V. I. Shin

Moscow

Abstract: Suboptimal algorithms are proposed for estimating the state and parameters of a special class of nonlinear stochastic systems which has significant computing advant ages over conventional methods. The examples show that the proposed algorithm works.

UDC: 62-501.5


Received: 05.07.1982

 English version: Automation and Remote Control, 1984, 45:1, 88–93

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