Exact filters for certain moments and stochastic integrals of the state of systems with Beneš nonlinearity

IEEE Transactions on Automatic Control

Volumn 44, Issue 10, 1999, Pages 1929-1933

  Elliott, Robert J ^a   Krishnamurthy, Vikram ^b   Poor, H Vincent ^c  

^a UNIVERSITY OF ALBERTA   (Canada)

^b UNIVERSITY OF MELBOURNE   (Australia)

^c Princeton University   (United States)

Author keywords

Bene filter; Expectation maximization algorithm; Finite dimensional filters; Parameter estimation; stochastic systems

Indexed keywords

ALGORITHMS; MARKOV PROCESSES; MATHEMATICAL MODELS; MATRIX ALGEBRA; MAXIMUM LIKELIHOOD ESTIMATION; METHOD OF MOMENTS; PARAMETER ESTIMATION; STATE SPACE METHODS; STOCHASTIC CONTROL SYSTEMS;

BENES FILTER; EXPECTATION MAXIMIZATION ALGORITHMS; FINITE DIMENSIONAL FILTERS;

NONLINEAR CONTROL SYSTEMS;

EID: 0033347031     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/9.793739     Document Type: Article

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