Optimal linear recursive estimation with uncertain system parameters
DOI10.1109/TAC.1976.1101179zbMATH Open0328.93022OpenAlexW2053716440MaRDI QIDQ4094729FDOQ4094729
Authors: N. E. Nahi, Edward J. Knobbe 
Publication date: 1976
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.1976.1101179
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)
Cited In (8)
- Robust filtering and feedforward control based on probabilistic descriptions of model errors
- On joint detection and estimation of Gauss-Markov processes
- State estimation for systems with unobservable packet losses: Approximate estimation, stability, and performance analysis
- Distributed Kalman filter for linear system with complex multi-channel stochastic uncertain parameter and decoupled local filters
- Robust locally optimal filters: Kalman and Bayesian estimation theory
- State estimation with unknown measurement losses: a detector-based approach
- Robust Kalman filters under epistemic uncertainty for non-Gaussian systems with multiplicative noise
- Robust performance optimization of open loop type problems using models from standard identification
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