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6. Non-linear models
As far as the problem of observation from non-linear models is concerned, the situation is much less straightforward than in the case of linear models, whether stationary or not. In fact, let's consider a fairly general state model of the affine form in the order :
( 47 )where the variables x(t), u(t) and y(t) have the same meaning as above, but where the functions f (.), g(.) and h(.)...
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