• DocumentCode
    811419
  • Title

    Adaptive estimation for a linear system with interrupted observation

  • Author

    Sawaragi, Y. ; Katayama, T. ; Fujishige, S.

  • Author_Institution
    Kyoto University, Kyoto, Japan
  • Volume
    18
  • Issue
    2
  • fYear
    1973
  • fDate
    4/1/1973 12:00:00 AM
  • Firstpage
    152
  • Lastpage
    154
  • Abstract
    This short paper is concerned with the Bayesian estimation problem for a linear system with the interrupted observation mechanism that is expressed in terms of the stationary two-state Markov chain with unknown transition probabilities. Derived is the approximate minimum variance adaptive estimator algorithm coupled with the estimation of the unknown transition probabilities.
  • Keywords
    Adaptive estimation; Bayes procedures; Linear systems, time-varying discrete-time; Sequential estimation; State estimation; Adaptive algorithm; Adaptive estimation; Bayesian methods; Control theory; Covariance matrix; Difference equations; Kalman filters; Linear systems; State estimation; Vectors;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1973.1100251
  • Filename
    1100251
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=811419