Scaled Unscented Transformation of Nonlinear Error Propagation: Accuracy, Sensitivity, and Applications

A Note on Parameters Estimation for Nonlinear Wiener Processes With Measurement Errors

“…The parameters estimation could derive the universal feature of congeneric equipment, which can be used to calculate the lifetime distribution or the prior information for estimating remaining useful life. The precision estimation of the nonlinear model is a key issue in parameters estimation [6]- [8]. This note is concerned with parameters estimation for the nonlinear Wiener processes with measurement errors (WPME) by the MLE method.…”