Abstract
An estimation-detection scheme is proposed for the estimation of signals with unknown parameters. The scheme is illustrated by considering the case of a signal with unknown but bounded variance. Two sets of bounds are used to determine two regions of signal uncertainty, and different linear estimators are used for each region. A detector is then used to select the appropriate estimator. Since no a priori information is assumed on the unknown parameters a weighted minimax criterion is used to optimize the detector and the estimators.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 315-320 |
| Number of pages | 6 |
| Journal | Proceedings of the IEEE Conference on Decision and Control |
| State | Published - Jan 1 1975 |
| Event | Proc IEEE Conf Decis Control Incl Symp Adapt Processes 14th - Houston, TX, USA Duration: Dec 10 1975 → Dec 12 1975 |
ASJC Scopus subject areas
- Control and Systems Engineering
- Modeling and Simulation
- Control and Optimization