Observer matrix gain optimization for stochastic continuous time nonlinear systems

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},
}