Generalized pseudo-Bayes estimation and detection for abruptly changing systems (Q685194)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Generalized pseudo-Bayes estimation and detection for abruptly changing systems |
scientific article; zbMATH DE number 417121
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized pseudo-Bayes estimation and detection for abruptly changing systems |
scientific article; zbMATH DE number 417121 |
Statements
Generalized pseudo-Bayes estimation and detection for abruptly changing systems (English)
0 references
30 September 1993
0 references
The authors consider the problem of state estimation and system structure detection for linear discrete time systems with unknown parameters which can switch among a finite set of values. The switching is described by a Markov chain with known transition probabilities. Since the optimal solution requires exponentially growing storage and computation of new method of generalized pseudo-Bayesian algorithm is proposed.
0 references
system structure detection
0 references
pseudo-Bayesian algorithm
0 references
0 references
0 references
0 references
