Sequential Estimation for Discrete-time Nonlinear Systems
Author | : J. S. Meditch |
Publisher | : |
Total Pages | : 21 |
Release | : 1969 |
ISBN-10 | : OCLC:227537694 |
ISBN-13 | : |
Rating | : 4/5 (94 Downloads) |
Download or read book Sequential Estimation for Discrete-time Nonlinear Systems written by J. S. Meditch and published by . This book was released on 1969 with total page 21 pages. Available in PDF, EPUB and Kindle. Book excerpt: The problem of state and parameter estimation for noisy discrete-time nonlinear dynamic systems is examined from the viewpoint of marginal maximum likelihood estimation. Approximate algorithms for sequential prediction, filtering, and smoothing are developed. The former two are in agreement with previous results; the latter is new. A technique for iterative-sequential filtering and smoothing using Newton's method is indicated. A numerical example is included to illustrate the results. (Author).