NASA NTRS · 19740020921
Estimation for bilinear stochastic systems
Abstract
Three techniques for the solution of bilinear estimation problems are presented. First, finite dimensional optimal nonlinear estimators are presented for certain bilinear systems evolving on solvable and nilpotent lie groups. Then the use of harmonic analysis for estimation problems evolving on spheres and other compact manifolds is investigated. Finally, an approximate estimation technique utilizing cumulants is discussed.
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Willsky, A. S., Marcus, S. I.. 1974-05-01. Estimation for bilinear stochastic systems. https://ntrs.nasa.gov/citations/19740020921
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