On identification and adaptive estimation for systems with interrupted observations
DOI10.1016/0005-1098(83)90075-4zbMath0507.93062MaRDI QIDQ1837666
Publication date: 1983
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0005-1098(83)90075-4
observation sequence; coloqtive state estimation; finite state stationary Markov chain; truncated maximum likelihood scheme
62F12: Asymptotic properties of parametric estimators
62F35: Robustness and adaptive procedures (parametric inference)
93C40: Adaptive control/observation systems
93C55: Discrete-time control/observation systems
93E10: Estimation and detection in stochastic control theory
93C05: Linear systems in control theory
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
93E12: Identification in stochastic control theory
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