DocumentCode
3025375
Title
State estimation under uncertain observations with unknown statistics
Author
Tugnait, J.K. ; Haddad, A.
Author_Institution
University of Iowa, Iowa City, Iowa
fYear
1979
fDate
10-12 Jan. 1979
Firstpage
709
Lastpage
714
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
Bayesian methods; Binary sequences; Convergence; State estimation; Statistics;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control including the 17th Symposium on Adaptive Processes, 1978 IEEE Conference on
Conference_Location
San Diego, CA, USA
Type
conf
DOI
10.1109/CDC.1978.268019
Filename
4046206
Link To Document