Optimal linear recursive estimation with uncertain system parameters

DOI10.1109/TAC.1976.1101179MaRDI QIDQ4094729zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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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