H.K.KHALIL NONLINEAR SYSTEMS PDF

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Scientific Research An Academic Publisher. ABSTRACT: The risk-sensitive filtering design problem with respect to the exponential mean-square cost criterion is con-sidered for stochastic Gaussian systems with polynomial of second and third degree drift terms and intensity parameters multiplying diffusion terms in the state and observations equations.

The closed-form optimal fil-tering equations are obtained using quadratic value functions as solutions to the corresponding Focker- Plank-Kolmogorov equation.

The performance of the obtained risk-sensitive filtering equations for stochastic polynomial systems of second and third degree is verified in a numerical example against the optimal po-lynomial filtering equations and extended Kalman-Bucy for system polynomial of second degree , through comparing the exponential mean-square cost criterion values.

The simulation results reveal strong advan-tages in favor of the designed risk-sensitive equations for some values of the intensity parameters. Related Articles:. Date: December 9, Date: October 21, Date: November 4, Maga of Cotonou from to Date: October 26, Criteria for Instability and Chaos in Nonlinear Systems. Date: February 23, Why Us? All Rights Reserved.

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Nonlinear Systems, 3rd Edition

View larger. Request a copy. Download instructor resources. Additional order info. Buy this product. For a first-year graduate-level course on nonlinear systems. It may also be used for self-study or reference by engineers and applied mathematicians.

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Scientific Research An Academic Publisher. ABSTRACT: The risk-sensitive filtering design problem with respect to the exponential mean-square cost criterion is con-sidered for stochastic Gaussian systems with polynomial of second and third degree drift terms and intensity parameters multiplying diffusion terms in the state and observations equations. The closed-form optimal fil-tering equations are obtained using quadratic value functions as solutions to the corresponding Focker- Plank-Kolmogorov equation. The performance of the obtained risk-sensitive filtering equations for stochastic polynomial systems of second and third degree is verified in a numerical example against the optimal po-lynomial filtering equations and extended Kalman-Bucy for system polynomial of second degree , through comparing the exponential mean-square cost criterion values.

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