Kalman filter with hypothesis testing: A tool for estimating uncertain parameters

DOI10.1007/BF01182588zbMath0855.62079OpenAlexW2067160501MaRDI QIDQ1922601

Fahmida N. Chowdhury

Publication date: 2 February 1997

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01182588

zbMATH Keywords

algorithmuncertaintylinear systemsjumpsARMA-modelsobservation noisefading memory Kalman filtersingle-sample hypothesisthree-state decision rule

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11)

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