DocumentCode
3018835
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
fYear
1977
fDate
7-9 Dec. 1977
Firstpage
603
Lastpage
608
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;
fLanguage
English
Publisher
ieee
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
Type
conf
DOI
10.1109/CDC.1977.271643
Filename
4045913
Link To Document