ON STATE ESTIMATION USING DETECTION-ESTIMATION SCHEMES FOR UNCERTAIN SYSTEMS.

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

*Corresponding author for this work

Research output: Contribution to journalConference article

Abstract

Combined detection-estimation (DE) schemes for estimating the state of a dynamical stochastic system with uncertainties are considered. Several different performance criteria such as the weighted minimax mean-squared error and the incremental mean-squared error are used. The uncertainties in the system model too are modeled in several different ways such as single or multiple bounds on the unknown parameter values, or Markov chain nature of the unknown jump parameters. The DE schemes presented exhibit adaptivity to a certain degree for large observation record, while, on the other hand, possess small-sample robustness too.

Original languageEnglish (US)
Pages (from-to)514-519
Number of pages6
JournalNational Conference Publication - Institution of Engineers, Australia
StatePublished - Jan 1 1979
EventProc, Jt Autom Control Conf - Denver, CO, USA
Duration: Jun 17 1979Jun 21 1979

ASJC Scopus subject areas

  • Engineering(all)

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