Optimal filtering for polynomial system states with polynomial multiplicative noise

2006 ◽  
Vol 16 (6) ◽  
pp. 303-314 ◽  
Author(s):  
Michael Basin ◽  
Joel Perez ◽  
Mikhail Skliar
Keyword(s):  
Multiplicative Noise ◽  
Polynomial System ◽  
Optimal Filtering ◽  
System States

On Optimal Filtering for Polynomial System States

2003 ◽  
Vol 125 (1) ◽  
pp. 123-125 ◽  
Author(s):  
Michael V. Basin
Keyword(s):  
Polynomial System ◽  
General Scheme ◽  
Nonlinear Filter ◽  
Optimal Filter ◽  
Optimal Filtering ◽  
System States

The paper presents the optimal nonlinear filter for quadratic state and linear observation equations confused with white Gaussian disturbances. The general scheme for obtaining the optimal filter in case of polynomial state and linear observation equations is announced.

scholarly journals Optimal Filtering for Time-Varying Stochastic System With Delay and Multiplicative Noise

IEEE Access ◽  
2019 ◽  
Vol 7 ◽  
pp. 44239-44246 ◽  
Author(s):  
Yawen Sun ◽  
Shulan Kong ◽  
Guozeng Cui ◽  
Yaxin Zhang
Keyword(s):  
Stochastic System ◽  
Multiplicative Noise ◽  
Time Varying ◽  
Optimal Filtering ◽  
System With Delay

Optimal filtering algorithm for stochastic 2-D FMM II with multiplicative noise

2004 ◽  
Vol 3 (1) ◽  
pp. 106-110
Author(s):  
Dongsheng Chu ◽  
Meng Liang ◽  
Xin Shi ◽  
Ling Zhang
Keyword(s):  
Multiplicative Noise ◽  
Optimal Filtering ◽  
Filtering Algorithm
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