Recursive estimation based on an extended observation vector

zbMATH Open0534.93060MaRDI QIDQ790782FDOQ790782

Authors: N. A. Firsov 

Publication date: 1983

Published in: Automation and Remote Control (Search for Journal in Brave)

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zbMATH Keywords

partially observable stochastic sequencepolynomial functions of the observable componentsuboptimal filtering algorithm

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Sequential estimation (62L12) Estimation and detection in stochastic control theory (93E10)

Cited In (3)

• Recursive estimation for ordered eigenvectors of symmetric matrix with observation noise
• Recursive Estimation of a Vector Parameter under Bahadur Risk
• Signal estimation for second-order vector difference equations

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