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Stochastic Bilinear Models and Estimators with Nonlinear Observation Feedback

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Modelling and Application of Stochastic Processes
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Abstract

An overview is presented on modelling and state estimation of a significant class of nonlinear stochastic processes. This includes certain bilinear systems with observation feedback. Appropriate applications include immunology, nuclear power generation, heat transfer and track signal processing.

Research funded by ONR Contract No. N00014-81-K-0814 and NSF Grant 8215724.

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References

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© 1986 Kluwer Academic Publishers, Boston

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Mohler, R.R., Kolodziej, W.J. (1986). Stochastic Bilinear Models and Estimators with Nonlinear Observation Feedback. In: Desai, U.B. (eds) Modelling and Application of Stochastic Processes. Springer, Boston, MA. https://doi.org/10.1007/978-1-4613-2267-2_12

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  • DOI: https://doi.org/10.1007/978-1-4613-2267-2_12

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-1-4612-9400-9

  • Online ISBN: 978-1-4613-2267-2

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