具有未知统计量的不确定观测下的状态估计

1978 IEEE Conference on Decision and Control including the 17th Symposium on Adaptive Processes Pub Date : 1979-04-01 DOI:10.1109/CDC.1978.268019

Jitendra Tugnait, A. Haddad

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引用次数: 15

摘要

研究了具有间断观测的线性离散系统的贝叶斯最优自适应估计格式的渐近性。中断观测机制用稳态两态马尔可夫链表示。转移概率矩阵是未知的，只能取一个有限集合的值。

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State estimation under uncertain observations with unknown statistics

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.

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1978 IEEE Conference on Decision and Control including the 17th Symposium on Adaptive Processes

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