Xix. Detection and Estimation Theory Academic and Research Staff
نویسنده
چکیده
A. NONLINEAR MAP INTERVAL ESTIMATION We shall consider two problems related to the equations specifying the nonlinear interval estimator. In the first part, we shall discuss a method for solving these equations which involves the optimum nonlinear realizable filter. In the second part, we shall present a technique for determining the optimum nonlinear realizable filter from the equations specifying the nonlinear interval estimator. We shall assume that the following equations describe the system of interest: dx(t) dt -f(x(t),t) + g(x(t),t) u(t) nonlinear state equation
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