An organizing principle for dynamic estimation

DOI10.1007/BF00939418zbMath0667.93100MaRDI QIDQ1117890

S. H. Smith

Publication date: 1990

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

smoothing; model misspecification; multicriteria framework; sequential estimation of process states

Mathematics Subject Classification ID

62C10: Bayesian problems; characterization of Bayes procedures

93E11: Filtering in stochastic control theory

90C90: Applications of mathematical programming

90C29: Multi-objective and goal programming

90B50: Management decision making, including multiple objectives

93E10: Estimation and detection in stochastic control theory

90C39: Dynamic programming

Related Items

Work by Robert Kalaba on multicriteria estimation, A note on flexible least squares, A further note on flexible least squares and Kalman filtering, An omnibus noise filter, A multicriteria approach to model specification and estimation

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