Stiffness of approximate nonlinear filtering equations

Citation
Yg. Bulychev et Av. Eliseev, Stiffness of approximate nonlinear filtering equations, AUT REMOT R, 60(1), 1999, pp. 27-35
Citations number
17
Categorie Soggetti
AI Robotics and Automatic Control
Journal title
AUTOMATION AND REMOTE CONTROL
ISSN journal
00051179 → ACNP
Volume
60
Issue
1
Year of publication
1999
Part
1
Pages
27 - 35
Database
ISI
SICI code
0005-1179(199901)60:1<27:SOANFE>2.0.ZU;2-9
Abstract
Nonlinear filtering algorithms for the parameters of the state vector of a dynamic system described by stiff stochastic differential equations are syn thesized via a new approach in which stiffness is avoided and, consequently , the filter takes less time to generate the estimate of the state vector.