Nonlinear sequential algorithms for estimation under uncertainty

DOI10.1016/0020-0255(70)90035-6zbMath0207.50203OpenAlexW1996950086MaRDI QIDQ2543288

Andrew P. Sage, Mohamed Z. Dajani

Publication date: 1970

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0020-0255(70)90035-6

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)

Related Items

Adaptive estimation and stochastic control for uncertain models†, Optimal open-loop feedback control for linear systems with unknown parameters, Finite-state, discrete-time optimization with randomly varying observation quality, Optimal stochastic control for discrete-time linear system with interrupted observations, Optimal adaptive control of linear systems with unknown measurement subsystems, Adaptive control of linear stochastic systems, Performance bounds for estimation under uncertainty

Cites Work

• Unnamed Item
• Simultaneous optimum detection and estimation of signals in noise
• Optimal recursive estimation with uncertain observation
• Evaluation of likelihood functions