The paper presents the optimal nonlinear filter for quadratic state and linear observation equations confused with white Gaussian disturbances. The general scheme for obtaining the optimal filter in case of polynomial state and linear observation equations is announced.

Issue Section:
Technical Briefs
Keywords:
state estimation, observability, process control, filtering theory, polynomials, Gaussian noise
Topics:
Filters, Filtration, Polynomials
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Copyright © 2003
 by ASME
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