Fixed interval smoothing for nonlinear continuous time systems
نویسندگان
چکیده
منابع مشابه
Fixed Interval Smoothing for Nonlinear Continuous Time Systems
Here, dr~dr and dw/dt are independent, zero mean, ganssian white noise processes, with covariances I 3 ( t r ) and R ( t ) 8 ( t T), respectively. The matrix R(t) is positive definite for all t. An a priori distribution for the density of x 0 is assumed known, and it is assumed that f , G, h and R all have sufficient smoothness properties to guarantee the usual existence and uniqueness requirem...
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ژورنال
عنوان ژورنال: Information and Control
سال: 1972
ISSN: 0019-9958
DOI: 10.1016/s0019-9958(72)90451-2