Applying the EKF to stochastic differential equations with level effects

Automatica

Volumn 37, Issue 1, 2001, Pages 107-112

  Nielsen, Jan Nygaard ^a   Madsen, Henrik ^a  

^a TECHNICAL UNIVERSITY OF DENMARK   (Denmark)

Author keywords

[No Author keywords available]

Indexed keywords

BROWNIAN MOVEMENT; CONTROL SYSTEM ANALYSIS; DIFFERENTIAL EQUATIONS; KALMAN FILTERING; MATHEMATICAL MODELS; MAXIMUM LIKELIHOOD ESTIMATION; NONLINEAR CONTROL SYSTEMS; RANDOM PROCESSES;

CONTINUOUS TIME SYSTEMS; EXTENDED KALMAN FILTERING; STOCHASTIC DIFFERENTIAL EQUATIONS;

NONLINEAR FILTERING;

EID: 0035217254     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0005-1098(00)00128-X     Document Type: Article

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