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.
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页码：27 / 35
页数：9
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