SOME BAYESIAN SOLUTIONS FOR PROBLEMS OF ADAPTIVE ESTIMATION IN LINEAR DYNAMIC-SYSTEMS

被引：6

作者：

BROEMELING, L ^{[1
]}

YUSOFF, AM ^{[1
]}

DIAZ, J ^{[1
]}

机构：

[1] NATL AUTONOMOUS UNIV MEXICO, INST APPL MATH, MEXICO CITY 04510, DF, MEXICO

来源：

关键词：

D O I：

10.1080/03610928508828921

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：401 / 418

页数：18

共 9 条

[1]

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[2]

Box G. E. P., 1973, BAYESIAN INFERENCE S

[3]

DREZE JH, 1977, NEW DEV APPLICATION

[4]

HARRISON PJ, 1976, J R STAT SOC B, V38, P205

[5]

Jazwinski A., 1970, STOCHASTIC PROCESSES

[6]

Kalman R. E., 1960, J BASIC ENG, V82, P35, DOI [DOI 10.1115/1.3662552, 10.1115/1.3662552]

[7]

LINDLEY DV, 1972, J ROY STAT SOC B, V34, P1

[8] ON IDENTIFICATION OF VARIANCES AND ADAPTIVE KALMAN FILTERING [J].

MEHRA, RK .

[9]

PRESS JS, 1982, APPLIED MULTIVARIATE