Optimal Kalman-like filter for a class of nonlinear stochastic systems

Kong, SL; Sun, YW; Zhang, HS

Kong, SL (通讯作者),Qufu Normal Univ, Sch Math Sci, Qufu, Peoples R China.

JOURNAL OF OCEAN ENGINEERING AND SCIENCE, 2023; 8 (5): 500

Abstract

This paper deals with an optimal Kalman-like filter for nonlinear discrete-time systems aided with auto and cross-correlated noises and stochastic par......

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