Title :
An extension of the maximum a posteriori likelihood state and parameter estimator to discrete time multivariable systems with multiplicative noise
Author :
Maccalla, J.R. ; Mendel, J.M.
Author_Institution :
University of Southern California, Los Angeles, California
Keywords :
Boundary conditions; Boundary value problems; Covariance matrix; Gaussian noise; Integral equations; MIMO; Parameter estimation; State estimation; Steady-state; White noise;
Conference_Titel :
Decision and Control including the 17th Symposium on Adaptive Processes, 1978 IEEE Conference on
Conference_Location :
San Diego, CA, USA
DOI :
10.1109/CDC.1978.268129
