Yaz, Engin On the optimal state estimation of a class of discrete-time nonlinear systems. (English) Zbl 0633.93064 IEEE Trans. Circuits Syst. 34, 1127-1129 (1987). The optimal linear estimator is given for a class of discrete-time nonlinear stochastic systems with nonlinear noisy measurement equations. First, the one-step predictor is considered and then the limiting behavior of the estimator is examined. Cited in 6 Documents MSC: 93E10 Estimation and detection in stochastic control theory 93C10 Nonlinear systems in control theory 93C55 Discrete-time control/observation systems 62M20 Inference from stochastic processes and prediction 93E12 Identification in stochastic control theory 93E15 Stochastic stability in control theory Keywords:optimal linear estimator; discrete-time nonlinear stochastic systems PDFBibTeX XMLCite \textit{E. Yaz}, IEEE Trans. Circuits Syst. 34, 1127--1129 (1987; Zbl 0633.93064) Full Text: DOI