Improvements in the application of stochastic estimation algorithms--Parameter jump detection

DOI10.1109/TAC.1984.1103411zbMath0547.93061OpenAlexW2054571100MaRDI QIDQ3340743

Dominique M. Perriot-Mathonna

Publication date: 1984

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1984.1103411

zbMATH Keywords

diffusion approximationsrecursive algorithmsparameter jumps

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Stochastic approximation (62L20)

Related Items (3)

Detecting changes in signals and systems - a survey ⋮ Kalman filter with hypothesis testing: A tool for estimating uncertain parameters ⋮ Adaptive control in the presence of markovian parameter jumps

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