Title :
On state estimation for uncertain discrete-time systems
Author :
Tugnait, J.K. ; Haddad, A.
Author_Institution :
University of Illinois at Urbana-Champaign, Urbana, Illinois
Abstract :
A combined detection-estimation scheme for the estimation of the state of a linear discrete-time system with unknown noise covariances is considered. It is a heuristic extension of the standard minimax scheme to the case when multiple bounds on the unknown parameters are available. The convergence of the scheme is discussed and an example is considered for illustration.
Keywords :
Adaptive estimation; Contracts; Convergence; Cost function; Gaussian noise; Minimax techniques; Nonlinear systems; Random variables; State estimation; Uncertainty;
Conference_Titel :
Decision and Control including the 16th Symposium on Adaptive Processes and A Special Symposium on Fuzzy Set Theory and Applications, 1977 IEEE Conference on
Conference_Location :
New Orleans, LA, USA
DOI :
10.1109/CDC.1977.271643
