Optimal linear-quadratic systems for detection and estimation

DOI10.1109/18.2638MaRDI QIDQ3826456zbMATH OpenOpenAlexFDO

Authors Bernard Picinbono, Patrick Duvaut

Publication date 1988

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/18.2638

zbMATH Keywords

arbitrary probability distributionfinite fourth-order momentsGaussian assumptionnon-Gaussian noiseoptimal estimationoptimal linear-quadratic systemstime-invariant

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Nonlinear systems in control theory (93C10) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30) Estimation and detection in stochastic control theory (93E10)

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(15)

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• Feedback quadratic filtering
• Optimal statistical fault detection with nuisance parameters
• Optimal detection and optimal estimation of parameters of envelope solitons
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• A nonlinear optimum-detection problem. I. Theory
• Stability in linear detection
• TASK ASSIGNMENT IN DISTRIBUTED PROCESS CONTROL COMPUTER SYSTEMS
• Effects of stochastic resonance for linear-quadratic detector
• On a relation between detection and estimation in decision theory
• \(\mathcal{H}_2\)-optimal model order reduction of linear quadratic output systems in finite frequency range

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