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Estimation and analysis of nonlinear stochastic systems. ph.d. thesis
| Content Provider | NASA Technical Reports Server (NTRS) |
|---|---|
| Author | Marcus, S. I. |
| Copyright Year | 1975 |
| Description | The algebraic and geometric structures of certain classes of nonlinear stochastic systems were exploited in order to obtain useful stability and estimation results. The class of bilinear stochastic systems (or linear systems with multiplicative noise) was discussed. The stochastic stability of bilinear systems driven by colored noise was considered. Approximate methods for obtaining sufficient conditions for the stochastic stability of bilinear systems evolving on general Lie groups were discussed. Two classes of estimation problems involving bilinear systems were considered. It was proved that, for systems described by certain types of Volterra series expansions or by certain bilinear equations evolving on nilpotent or solvable Lie groups, the optimal conditional mean estimator consists of a finite dimensional nonlinear set of equations. The theory of harmonic analysis was used to derive suboptimal estimators for bilinear systems driven by white noise which evolve on compact Lie groups or homogeneous spaces. |
| File Size | 6607012 |
| Page Count | 161 |
| File Format | |
| Alternate Webpage(s) | http://archive.org/details/NASA_NTRS_Archive_19750023772 |
| Archival Resource Key | ark:/13960/t3c00zk9k |
| Language | English |
| Publisher Date | 1975-06-01 |
| Access Restriction | Open |
| Subject Keyword | Statistics And Probability Nonlinear Systems Volterra Equations Stochastic Processes Lie Groups Ntrs Nasa Technical Reports Server (ntrs) Nasa Technical Reports Server Aerodynamics Aircraft Aerospace Engineering Aerospace Aeronautic Space Science |
| Content Type | Text |
| Resource Type | Thesis |
