DocumentCode :
2994038
Title :
Algorithms for sequential adaptive estimation of prior statistics
Author :
Sage, A.P. ; Husa, G.W.
Author_Institution :
Southern Methodist University, Dallas, Texas
fYear :
1969
fDate :
17-19 Nov. 1969
Firstpage :
61
Lastpage :
61
Abstract :
When incorrect prior statistics are used to implement sequential filtering algorithms, suboptimum performance and possibly filter divergence results. Thus it is desirable to estimate prior statistics from actual operating records and use these estimates in implementation of the optimum estimation algorithms. This paper presents a survey of currently existing algorithms for the sequential adaptive estimation of prior statistics.
Keywords :
Adaptive estimation; Covariance matrix; Equations; Error analysis; Gaussian processes; Kalman filters; Statistical analysis; Statistics;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Adaptive Processes (8th) Decision and Control, 1969 IEEE Symposium on
Conference_Location :
University Park, PA, USA
Type :
conf
DOI :
10.1109/SAP.1969.269927
Filename :
4044580
Link To Document :
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