Title :
State estimation under uncertain observations with unknown statistics
Author :
Tugnait, J.K. ; Haddad, A.
Author_Institution :
University of Iowa, Iowa City, Iowa
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;
Conference_Titel :
Decision and Control including the 17th Symposium on Adaptive Processes, 1978 IEEE Conference on
Conference_Location :
San Diego, CA, USA
DOI :
10.1109/CDC.1978.268019
