Robust Estimation of State Parameters of Discrete Nonlinear Stochastic Systems

Author:

Sokolov S. V.,Marshakov D. V.,Reshetnikova I. V.

Publisher

Allerton Press

Reference27 articles.

1. Tikhonov, V.I. and Kharisov, V.N., Statisticheskii analiz i sintez radiotekhnicheskikh ustroistv i sistem (Statistical Analysis and Synthesis of Radio Engineering Devices and Systems), Moscow: Radio i Svyaz’, 2004.

2. Pugachev, V.S. and Sinitsyn, I.N., Stokhasticheskie differentsial’nye sistemy. Analiz i fil’tratsiya (Stochastic Differential Systems: Analysis and Filtering), Moscow: Nauka, 1990.

3. Kazakov, I.E., Statisticheskaya teoriya sistem upravleniya v prostranstve sostoyanii (Statistical Theory of Control Systems in the State Space), Moscow: Nauka, 1975.

4. Sage, A.P. and Melse, J.L., Estimation Theory with Application to Communication and Control, New York: M-cGraw-Hill, 1972.

5. Huber, P.J. and Ronchetti, E.M., Robust statistics, Wiley Series in Probability and Statistics, Hoboken, N.J.: Wiley, 2009. https://doi.org/10.1002/9780470434697

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