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On unknown state-dependent noise, modeling errors, and adaptive filtering

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Publication:1235108
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DOI10.1016/0045-7906(75)90006-3zbMath0349.93043OpenAlexW2013977474MaRDI QIDQ1235108

R. L. T. Hampton

Publication date: 1975

Published in: Computers and Electrical Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0045-7906(75)90006-3



Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10) Pattern recognition, speech recognition (68T10) Signal detection and filtering (aspects of stochastic processes) (60G35)


Related Items (2)

Computing the gradient of the auxiliary quality functional in the parametric identification problem for stochastic systems ⋮ Extended square-root covariance filtering algorithm for discrete-time systems with multiplicative and additive noises







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