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Optimal Filtering for Incompletely Measured Polynomial Systems with Multiplicative Noise

โœ Scribed by Michael Basin; Dario Calderon-Alvarez


Publisher
Springer
Year
2008
Tongue
English
Weight
486 KB
Volume
28
Category
Article
ISSN
0278-081X

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## Abstract In this paper, the optimal filtering problem for polynomial system states with polynomial multiplicative noise over linear observations is treated proceeding from the general expression for the stochastic Ito differential of the optimal estimate and the error variance. As a result, the

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