STATE ESTIMATION UNDER UNCERTAIN OBSERVATIONS WITH UNKNOWN STATISTICS.

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

*Corresponding author for this work

Research output: Contribution to journalConference article

Abstract

The asumptotic 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 languageEnglish (US)
Pages (from-to)709-714
Number of pages6
JournalProceedings of the IEEE Conference on Decision and Control
DOIs
StatePublished - 1978
EventProc IEEE Conf Decis Control Incl Symp Adapt Processes 17th - San Diego, CA, USA
Duration: Jan 10 1979Jan 12 1979

ASJC Scopus subject areas

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

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