Adaptive estimation in linear systems with unknown Markovian noise statistics

DOI10.1109/TIT.1980.1056131zbMath0434.93049OpenAlexW2147375925MaRDI QIDQ3874059

Tugnait, Jitendra K., Abraham Haddad

Publication date: 1980

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

Full work available at URL: https://doi.org/10.1109/tit.1980.1056131

zbMATH Keywords

adaptive estimationtransition probabilitysystem noiseGaussian random variableMarkovian noise

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) System identification (93B30) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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