Title :
State estimation under uncertain observations with unknown statistics
Author :
Tugnait, Jitendra K. ; Haddad, Abraham H.
Author_Institution :
University of Iowa, Iowa City, IA, USA
fDate :
4/1/1979 12:00:00 AM
Abstract :
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.
Keywords :
Adaptive estimation; Bayes procedures; Linear systems, stochastic discrete-time; Markov processes; State estimation; Bayesian methods; Cities and towns; Convergence; Covariance matrix; Gaussian noise; Radio frequency; Radiofrequency identification; State estimation; Statistics; Uncertainty;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1979.1101996
