Generalized pseudo-Bayes estimation and detection for abruptly changing systems (Q685194)
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scientific article; zbMATH DE number 417121
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| English | Generalized pseudo-Bayes estimation and detection for abruptly changing systems |
scientific article; zbMATH DE number 417121 |
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Generalized pseudo-Bayes estimation and detection for abruptly changing systems (English)
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30 September 1993
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The authors consider the problem of state estimation and system structure detection for linear discrete time systems with unknown parameters which can switch among a finite set of values. The switching is described by a Markov chain with known transition probabilities. Since the optimal solution requires exponentially growing storage and computation of new method of generalized pseudo-Bayesian algorithm is proposed.
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system structure detection
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pseudo-Bayesian algorithm
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0.7894365191459656
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