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Recursive estimation for impulse-driven processes

Published online by Cambridge University Press:  01 July 2016

H. Kwakernaak  and
M. A. Nauta
H. Kwakernaak
Affiliation:
Twente University of Technology, Enschede
M. A. Nauta
Affiliation:
Twente University of Technology, Enschede
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Abstract

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Type
II. Contributed Papers
Information
Advances in Applied Probability , Volume 10 , Issue 2 , June 1978 , pp. 329
Copyright
Copyright © Applied Probability Trust 1978 

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References

[1] Kwakernaak, H. (1975) Filtering for systems excited by Poisson white noise. In Control Theory, Numerical Methods and Computer Systems Modelling, ed. Bensoussan, A. and Lions, J. L. Lecture Notes in Economics and Mathematical Systems 107, Springer Verlag, Berlin.Google Scholar
[2] Fujisaka, M., Kallianpur, G. and Kunita, H. (1972) Stochastic differential equations for the nonlinear filtering problem. Osaka J. Maths 9, 19–40.Google Scholar
[3] Van Schuppen, J. H. (1973) Estimation for continuous-time processes, a martingale approach. Memo ERL-405, Electronics Research Laboratory, University of California, Berkeley.Google Scholar