A note on the estimation of state variables and unknown parameters of a nonlinear system
Takasi Soeda, T. Yoshimura · IEEE Transactions on Automatic Control · 1969
The problem of estimating state variables and unknown parameters of a nonlinear system from noisy measurements is presented. The estimate to maximize the a posteriori probability density function of state variables and unknown parameters conditioned upon noisy measurements is approximately computed by using the recursive and the corrective formulas. The result for a simple system is presented in which the estimates for the linearized recursive method and the proposed one are compared.