Title :
Reduced-Order Estimation for Some Discrete-Time Nonlinear Stochastic Systems
Author_Institution :
Electrical Engineering Department, University of Arkansas, Fayetteville, AR 72701
Abstract :
In this paper, we consider discrete-time nonlinear stochastic signal and measurement models and obtain unbiased linear minimum variance estimator equations to reconstruct a prescribed linear combination of state variables.
Keywords :
Additive white noise; Context modeling; Estimation error; Noise measurement; Nonlinear equations; State estimation; Stochastic processes; Stochastic resonance; Stochastic systems; Time measurement;
Conference_Titel :
American Control Conference, 1991
Conference_Location :
Boston, MA, USA
Print_ISBN :
0-87942-565-2
