• DocumentCode
    828676
  • Title

    On state estimation for linear discrete-time systems with unknown noise covariances

  • Author

    Tugnait, J.K. ; Haddad, A.H.

  • Author_Institution
    University of Iowa, Iowa City, IA, USA
  • Volume
    24
  • Issue
    2
  • fYear
    1979
  • fDate
    4/1/1979 12:00:00 AM
  • Firstpage
    337
  • Lastpage
    340
  • Abstract
    A combined detection-estimation scheme for the estimation of the state of a linear discrete-time system with unknown noise covariances is considered. It is a heuristic extension of the standard minimax scheme to the case when multiple bounds on the unknown parameters are available. The convergence of the scheme is discussed and an example is considered for illustration.
  • Keywords
    Linear systems, stochastic discrete-time; State estimation; Adaptive estimation; Convergence; Gaussian noise; H infinity control; Linear systems; Minimax techniques; Noise robustness; State estimation; Uncertainty; Yield estimation;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1979.1101972
  • Filename
    1101972
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=828676