Stiffness of approximate nonlinear filtering equations

被引：0

作者：

Bulychev, YG ^{[1
]}

Eliseev, AV ^{[1
]}

机构：

[1] Adv Rocket Staff Engineers Sch, Rostov, Russia

来源：

AUTOMATION AND REMOTE CONTROL | 1999年 / 60卷 / 01期

关键词：

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Nonlinear filtering algorithms for the parameters of the state vector of a dynamic system described by stiff stochastic differential equations are synthesized via a new approach in which stiffness is avoided and, consequently, the filter takes less time to generate the estimate of the state vector.

引用

页码：27 / 35

页数：9

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