STATE ESTIMATION UNDER UNCERTAIN OBSERVATIONS WITH UNKNOWN STATISTICS

被引：14

作者：

TUGNAIT, JK

HADDAD, AH

机构：

[1] UNIV ILLINOIS,DEPT ELECT ENGN,URBANA,IL 61801

[2] UNIV ILLINOIS,COORDINATED SCI LAB,URBANA,IL 61801

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1979年 / 24卷 / 02期

关键词：

D O I：

10.1109/TAC.1979.1101996

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

The asymptotic behavior of a Bayes optimal adaptive estimation scheme for a linear discrete-time system with interrupted observations is investigated. The interrupted observation mechanism is expressed in terms of a stationary two-state Markov chain. The transition probability matrix is unknown and can take values only from a finite set. Copyright © 1979 by The Institute of Electrical and Electronics Engineers Inc.

引用

页码：201 / 210

页数：10

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