Title :
Bayes´ decision rule for rapid detection and adaptive estimation scheme with space applications
Author :
Sanyal, P. ; Shen, C.N.
Author_Institution :
Patern Analysis and Recognition Corporation, Rome, NY, USA
fDate :
6/1/1974 12:00:00 AM
Abstract :
This paper describes a suboptimal filter applicable to systems which have unknown impulses at unknown instances of time. The minimum variance estimate of the input and the Bayes´ decision rule is explained. Computer results indicate the improvement over the standard Kalman filter.
Keywords :
Adaptive estimation; Control systems; Filtering; Markov processes; Maximum likelihood detection; Nonlinear filters; Optimal control; Probability distribution; Recursive estimation; Smoothing methods;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1974.1100558
