A decision theoretic approach to parameter estimation

DOI10.1109/TAC.1976.1101385MaRDI QIDQ4111404zbMATH OpenFDO

Authors Rajamani Doraiswami

Publication date 1976

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

Full work available at URL https://doi.org/10.1109/TAC.1976.1101385

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Decision theory (91B06) Statistical decision theory (62C99) Estimation and detection in stochastic control theory (93E10)

Cited in

(5)

• On robust Kalman filtering
• A linear time-varying filter for estimating a signal from unknown noise and its application to identification
• An adaptive robustizing approach to Kalman filtering
• Identification of time-varying OE models in presence of non-Gaussian noise: application to pneumatic servo drives
• Robust real-time algorithms for identification of linear multivariable time-varying systems

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