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 language | English (US) |
---|---|
Pages (from-to) | 603-608 |
Number of pages | 6 |
Journal | Proceedings of the IEEE Conference on Decision and Control |
DOIs | |
State | Published - Jan 1 1977 |
Event | Proc 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 1977 → Dec 9 1977 |
ASJC Scopus subject areas
- Control and Systems Engineering
- Modeling and Simulation
- Control and Optimization