• DocumentCode
    3034763
  • Title

    Truncated ML estimation of transition probabilities for systems with interrupted observations

  • Author

    Tugnait, J.K.

  • Author_Institution
    The University of Iowa, Iowa City, Iowa
  • fYear
    1980
  • fDate
    10-12 Dec. 1980
  • Firstpage
    576
  • Lastpage
    577
  • Abstract
    A linear discrete-time system with interrupted observations is considered. The interrupted observation mechanism is expressed in terms of a two-state Markov chain. The transition probability matrix of the Markov chain is unknown and is assumed to belong to a compact set. A novel scheme, called truncated maximum likelihood estimation, is proposed for consistent estimation of the transition probabilities. Conditions for weak consistency are investigated.
  • Keywords
    Bayesian methods; Cities and towns; Convergence; Equations; Linear systems; Maximum likelihood estimation; State estimation;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control including the Symposium on Adaptive Processes, 1980 19th IEEE Conference on
  • Conference_Location
    Albuquerque, NM, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1980.271860
  • Filename
    4046726
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3034763