ON STATE ESTIMATION FOR UNCERTAIN DISCRETE-TIME SYSTEMS.

J. K. Tugnait*, A. H. Haddad

*Corresponding author for this work

Research output: Contribution to journalConference articlepeer-review

1 Scopus citations

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.

Original languageEnglish (US)
Pages (from-to)603-608
Number of pages6
JournalProceedings of the IEEE Conference on Decision and Control
DOIs
StatePublished - Jan 1 1977
EventProc IEEE Conf Decis Control Incl Symp Adapt Processes 16th, and, a Spec Symp on Fuzzy Set Theory and Appl - New Orleans, LA, USA
Duration: Dec 7 1977Dec 9 1977

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

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