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On the estimation of state variables and parameters for noisy dynamic systems

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1 Author(s)
Cox, H. ; David Taylor Model Basin, Washington, DC

The problem of estimating state variables and parameters is considered for discrete-time systems in the presence of random disturbances and measurement noise. The solution of the linear problem is given and an approximation technique is developed for nonlinear systems. A dynamic programming formulation of the estimation problem is also developed.

Published in:

Automatic Control, IEEE Transactions on  (Volume:9 ,  Issue: 1 )