Simultaneous system identification and decision-directed detection and estimation of jump inputs to linear systems (Q3741556)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simultaneous system identification and decision-directed detection and estimation of jump inputs to linear systems |
scientific article |
Statements
Simultaneous system identification and decision-directed detection and estimation of jump inputs to linear systems (English)
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1987
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linear systems with unknown jump inputs
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Kalman filter
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empirical Bayes detection procedure
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decision-directed generalized likelihood ratio test
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parameter estimation
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Monte Carlo results
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