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STATE AND PARAMETER ESTIMATION IN NON-LINEAR SYSTEMS

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ANDERSON BDO, BDO

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Estimation problem is formulated as one requiring the calculation of probability density functions of the states and parameters, with these density functions being '%'conditioned'%' on the plant measurements in the sense that they reflect all knowledge about the plant. Formulas are developed for updating the probability densities as further measurements become available.

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Instn Engrs, Australia-Elec Eng TRANS

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