Preview
Unable to display preview. Download preview PDF.
4.8 References
I.I. Gihman and A.V. Skorohod, Stochastic Differential Equations, Springer-Verlag, Berlin, 1972.
A.H. Jazwinski, Stochastic Processes and Filtering Theory, Academic Press, New York, 1970.
Y. Yavin, A discrete Kalman filter for a class of nonlinear stochastic systems, Int. J. Systems Sci., 13, pp 1233–1246, 1982.
S.C. Bird and J.A. Folchi, Time base requirements for a waveform recorder, Hewlett-Packard J., 33, No.11, pp 29–34, November 1982.
B.Z. Kaplan and S.T. Bachar, A new stabilized genrator model for three phase sinewaves, Mathematics and Computers in Simulation XXI, pp 207–208, 1979.
B.Z. Kaplan, Stabilized generators of precise triangular waves, square waves and trapezoidal waves in three phases, J. of the Franklin Institute, 309, pp 379–387, 1980.
N.E. Nahi, Optimal recursive estimation with uncertain observation, IEEE Trans. on Information Theory, IT-15, pp 457–462, 1969.
J.K. Tugnait, Asymptotic stability of the MMSE linear filter for systems with uncertain observations, IEEE Trans. on Information Theory, IT-27, pp 247–250, 1981.
Y. Sawaragi, T. Katayama and S. Fujishige, Sequential state estimation with interrupted observation, Information and Control, 21, pp 56–71, 1972.
M. Askar, H. Derin and H.O. Yurtseven, On joint detection and estimation of Gauss-Markov processes, Int.J. Control, 30, pp 1031–1042, 1979.
A.H. Haddad and J.K. Tugnait, On state estimation using detection-estimation schemes for uncertain systems, Proceedsings JACC, Denver, Colorado, pp 514–519, 1979.
D.J. Clark and P.C. Sen, A versatile three phase oscillator, IEEE Trans. Contr. Instrum., Vol IECI-24, pp 57–60, 1977.
S.K. Datta, A novel three phase oscillator for the speed control of AC motors, IEEE Trans. Ind. Gen. Appl., Vol. IGA-7, pp 61–68, 1971.
Catalogue of waveform generators, Prosser Scientific Instruments Ltd., Industrial Estate, Hadleigh, Ipswich, Suff. England.
Editor information
Rights and permissions
Copyright information
© 1985 Springer-Verlag
About this chapter
Cite this chapter
(1985). A Kalman filter for a class of nonlinear stochastic systems. 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/BFb0037757
Download citation
DOI: https://doi.org/10.1007/BFb0037757
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