State estimation of band stochastic nonlinear systems
Zhang Zhuo-kui · Journal of Xidian University · 2005
A band stochastic nonlinear system with the nonzero mean and correlated white noise is discussed. A singular values standard form for band stochastic nonlinear systems with the band singular matrix is given by generalized inverse matrix and singular value decomposition of the matrix. The optimal recursive estimates for predicting and filtering of this system's states are obtained.