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 language | English (US) |
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Pages (from-to) | 709-714 |
Number of pages | 6 |
Journal | Proceedings of the IEEE Conference on Decision and Control |
DOIs | |
State | Published - 1978 |
Event | Proc IEEE Conf Decis Control Incl Symp Adapt Processes 17th - San Diego, CA, USA Duration: Jan 10 1979 → Jan 12 1979 |
ASJC Scopus subject areas
- Control and Systems Engineering
- Modeling and Simulation
- Control and Optimization