Third-order approximate Kushner filter for a non-linear dynamical system

10.1016/0022-247X(66)90193-4

Boutayeb M, 1997, Proceedings of the American Control Conference, 2177

10.1115/1.2896135

Daum FE, 1986, IEEE Trans. Automat. Cont., 31, 765

Ito K, 1995, Proceedings of the IEEE Conference on Decision and Control, 4, 4035

Ito K, 2000, Proceedings of the IEEE Conference on Decision and Control, 2, 1218

Jazwinski AH, 1966, IEEE Transactions on Automat. Control, 11, 612, 10.1109/TAC.1966.1098431

10.1016/S0076-5392(09)60373-8

Kessler SA, 1997, The Journal of the Astronautical Sciences, 48, 263, 10.1007/BF03546404

10.1137/0302009

10.1109/TAC.1967.1098671

Maura JMF, 1983, IEEE International Symposium on Information Theory, 106

10.1109/TAC.1971.1099744

10.1109/TSMC.1980.4308378

O’Donnell , B . 1994. “Nonlinear filtering of stochastic dynamical systems”. Iowa State University. PhD thesis

Pugachev VS, 1977, Stochastic Differential Systems: Analysis and Filtering

Sage AP, 1971, Estimation Theory with Applications to Communications and Control, 10.1109/TSMC.1971.4308330

Shaikin ME, 2004, Avtomatika i Telemekhanika, 65, 1946

Synder , DL . 1966. “The state variable approach to continuous estimations”. Cambridge, MA: MIT. PhD thesis

Vergez P, 2004, J. Astronaut. Sci., 52, 1, 10.1007/BF03546368