Abstract
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.
Original language | English (US) |
---|---|
Pages (from-to) | 201-210 |
Number of pages | 10 |
Journal | IEEE Transactions on Automatic Control |
Volume | 24 |
Issue number | 2 |
DOIs | |
State | Published - Apr 1979 |
ASJC Scopus subject areas
- Control and Systems Engineering
- Computer Science Applications
- Electrical and Electronic Engineering