Accession Number : ADA017618

Title :   Estimation for Certain Nonlinear Stochastic Systems.

Descriptive Note : Interim rept.,

Corporate Author : MASSACHUSETTS INST OF TECH CAMBRIDGE DEPT OF ELECTRICAL ENGINEERING AND COMPUTER SCIENCE

Personal Author(s) : Marcus,Steven I. ; Willsky,Alan S.

Report Date : 1975

Pagination or Media Count : 10

Abstract : Recently a great deal of attention has gone into the study of classes of deterministic nonlinear systems described either by bilinear differential state equations or Volterra series input-output relations. In addition, a number of results have been obtained for the stochastic analogs of these systems. In this note the authors describe a class of systems for which they can construct optimal finite-dimensional nonlinear filters. A complete study of this problem is given in another paper.

Descriptors :   *Control theory, Nonlinear systems, Stochastic processes, Nonlinear differential equations, Matrices(Mathematics), Theorems

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE