## 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
โฆ LIBER โฆ
Optimal Filtering for Incompletely Measured Polynomial Systems with Multiplicative Noise
โ 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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