Preview
Unable to display preview. Download preview PDF.
2.11 References
I.I. Gihman and A.V. Skorohod, Stochastic Differential Equations, Springer-Verlag, Berlin, 1972.
M. Fujisaki, G. Kallianpur and H. Kunita, Stochastic differential equations for the non linear filtering problem, Osaka J. Math. 9, pp 19–40, 1972.
B.Z. Kaplan, On second-order non-linear systems with conservative limit-cycles, Int. J. Non-Linear Mechanics, 13, pp 43–51, 1978.
B.Z. Kaplan, On the simplified implementation of quadrature oscillator models and the expected quality of their operation as VCO's, Proceed. of the IEEE, 68, pp 745–746, 1980.
B.Z. Kaplan and Y. Tatrash, New method for generating precise triangular waves and square waves, Electronic Letters, 13, pp 71–73, 1977.
B.Z. Kaplan, An implementation of a new method for generating triangular and square waves, Int. J. Electronics, 46, pp 299–308, 1979.
W.C. Huisman and Y. Yavin, Numerical studies of the performance of an optimally controlled nonlinear stochastic oscillator, Computer Methods in Applied Mechanic and Eng., 21, pp 171–191, 1980.
L.V. Sergeeva and N.I. Teterina, Investigation of the solution of a stochastic equation with random coefficients, Theor. Probability and Math. Statist., pp 145–158, 1974.
L.V. Sergeeva, On a certain generalization of diffusion processes, Theor. Probability and Math Statist., pp 161–169, 1976.
R.S. Liptser and A.N. Shiryayev, Statistics of Random Processes, Springer-Verlag, New York, Vol.I, 1977; Vol. II, 1978.
J.L. Melsa and A.P. Sage, An Introduction to Probability and Stochastic Processes, Prentice-Hall, Englewood Cliffs, 1973.
P.J. Klass, Spread spectrum use likely to expand, Aviation Week & Space Technology, January 3, pp 55–59, 1983.
Editor information
Rights and permissions
Copyright information
© 1985 Springer-Verlag
About this chapter
Cite this chapter
(1985). Estimation of parameters via state observation. In: Yavin, Y. (eds) Numerical Studies in Nonlinear Filtering. Lecture Notes in Control and Information Sciences, vol 65. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0037755
Download citation
DOI: https://doi.org/10.1007/BFb0037755
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-13958-4
Online ISBN: 978-3-540-39159-3
eBook Packages: Springer Book Archive