An exact sequential solution procedure for a class of discrete-time nonlinear estimation problems

DOI10.1109/TAC.1981.1102784zbMath0474.93055MaRDI QIDQ3931278

Robert E. Kalaba, Leigh Tesfatsion

Publication date: 1981

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

zbMATH Keywords

Lagrange multipliersdiscrete systemstwo-point boundary value problemleast squares methodLagrangian functionoptimal estimationsequential estimation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Sequential estimation (62L12) Nonlocal and multipoint boundary value problems for ordinary differential equations (34B10)

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