Sequential nonlinear estimation with nonaugmented priors

DOI10.1007/BF00940346zbMath0631.62092MaRDI QIDQ1094800

B. George

Publication date: 1989

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

invariant imbeddingnonlinear state estimationcost-efficiency frontiercost-efficient state sequence estimatesexact sequential updatingflexible least-cost approachnonaugmented priors

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Sequential estimation (62L12)

Related Items (5)

The flexible least squares approach to time-varying linear regression ⋮ Time-varying linear regression via flexible least squares ⋮ A note on flexible least squares ⋮ A FORTRAN program for time-varying linear regression via flexible least squares ⋮ Work by Robert Kalaba on multicriteria estimation

Uses Software

• FLS

Cites Work

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