• DocumentCode
    828932
  • Title

    State estimation under uncertain observations with unknown statistics

  • Author

    Tugnait, Jitendra K. ; Haddad, Abraham H.

  • Author_Institution
    University of Iowa, Iowa City, IA, USA
  • Volume
    24
  • Issue
    2
  • fYear
    1979
  • fDate
    4/1/1979 12:00:00 AM
  • Firstpage
    201
  • Lastpage
    210
  • Abstract
    The asymptotic behavior of a Bayes optimal adaptive estimation scheme for a linear discrete-time system with interrupted observations is investigated. The interrupted observation mechanism is expressed in terms of a stationary two-state Markov chain. The transition probability matrix is unknown and can take values only from a finite set.
  • Keywords
    Adaptive estimation; Bayes procedures; Linear systems, stochastic discrete-time; Markov processes; State estimation; Bayesian methods; Cities and towns; Convergence; Covariance matrix; Gaussian noise; Radio frequency; Radiofrequency identification; State estimation; Statistics; Uncertainty;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1979.1101996
  • Filename
    1101996
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=828932