Some bayesian solutions for problems of adaptive estimation in linear dynamic systems

DOI10.1080/03610928508828921MaRDI QIDQ5187179zbMATH OpenOpenAlexFDO

Authors Lyle D. Broemeling, Abdullah Mat Yusoff, Joaquin Diaz

Publication date 1985

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928508828921

zbMATH Keywords

Bayesian proceduresfilteringpoly t distributionpredictionsmoothing

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Statistical distribution theory (62E99) Inference from stochastic processes and prediction (62M20) Linear systems in control theory (93C05) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11) Data smoothing in stochastic control theory (93E14)

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Cites work

• Bayesian regression analysis using poly-t densities
• scientific article; zbMATH DE number 3426675 (Why is no real title available?)
• scientific article; zbMATH DE number 3490825 (Why is no real title available?)
• Optimization of stochastic systems. Topics in discrete-time systems

Cited in

(21)

• A Bayes estimator of parameters of nonlinear dynamic systems
• An organizing principle for dynamic estimation
• Population variance prediction under normal dynamic superpopulation models
• Bayes estimators of nonlinear regression and allied issues
• A system of recurrent Bayesian estimation algorithms that are adaptive to different kinds of uncontrollable factors. II: Algorithms for determining the statistical characteristics of the error of models of the process being estimated
• scientific article; zbMATH DE number 3869185 (Why is no real title available?)
• scientific article; zbMATH DE number 4213226 (Why is no real title available?)
• Finite population prediction under dynamic generalized linear models
• Bayesian computation and adaptive control for dynamic linear system
• scientific article; zbMATH DE number 3926777 (Why is no real title available?)
• scientific article; zbMATH DE number 3932263 (Why is no real title available?)
• scientific article; zbMATH DE number 14809 (Why is no real title available?)
• scientific article; zbMATH DE number 140164 (Why is no real title available?)
• On spatiotemporal prediction for on-line monitoring data
• scientific article; zbMATH DE number 472982 (Why is no real title available?)
• An adaptive bayebsian solution to the control peoble1 for linear control systems
• scientific article; zbMATH DE number 1841990 (Why is no real title available?)
• scientific article; zbMATH DE number 1398570 (Why is no real title available?)
• A Kalman filter model for single and two-stage repeated surveys
• A Kalman filter model for single and two-stage repeated surveys
• Estimation of parameters of linear dynamic systems with uncertain observations

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