Model-Based Discrete State Estimator for Nonlinearizable Systems with State-Dependent Noise

@article{Chang1989ModelBasedDS,
  title={Model-Based Discrete State Estimator for Nonlinearizable Systems with State-Dependent Noise},
  author={Ren Jung Chang},
  journal={1989 American Control Conference},
  year={1989},
  pages={2632-2638}
}
A practical technique to derive a discrete-time linear state estimator for estimating the states of a nonlinearizable stochastic system involving both state-dependent and external noises through a linear noisy measurement system is presented. The present technique for synthesizing a discrete-time linear state estimator is first to construct an equivalent… CONTINUE READING