Estimation for Certain Nonlinear Stochastic Systems.
Abstract
Recently a great deal of attention has gone into the study of classes of deterministic nonlinear systems described either by bilinear differential state equations or Volterra series input-output relations. In addition, a number of results have been obtained for the stochastic analogs of these systems. In this note the authors describe a class of systems for which they can construct optimal finite-dimensional nonlinear filters. A complete study of this problem is given in another paper.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1975
- Accession Number
- ADA017618
Entities
People
- Alan S. Willsky
- Steven I Marcus
Organizations
- Massachusetts Institute of Technology