Alex Poznyak, Alexander Nazin, Daishi Murano. Observer matrix gain optimization for stochastic continuous time nonlinear systems. Systems & Control Letters, 52(5):377-385, 2004. [doi]
@article{PoznyakNM04, title = {Observer matrix gain optimization for stochastic continuous time nonlinear systems}, author = {Alex Poznyak and Alexander Nazin and Daishi Murano}, year = {2004}, doi = {10.1016/j.sysconle.2004.02.013}, url = {http://dx.doi.org/10.1016/j.sysconle.2004.02.013}, researchr = {https://researchr.org/publication/PoznyakNM04}, cites = {0}, citedby = {0}, journal = {Systems & Control Letters}, volume = {52}, number = {5}, pages = {377-385}, }