Decision theoretic approach to real-time robust identification

DOI10.1080/00207729008910560zbMath0706.93073OpenAlexW2013423980MaRDI QIDQ3487257

Branko D. Kovačevic

Publication date: 1990

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207729008910560

zbMATH Keywords

game theorytime-invariantsuboptimaldecision-theoretic approachdisturbance uncertaintyasymptotic estimation error covariance matrixstochastic gradient-type algorithmunknown disturbance statistics

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20)

Cites Work

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• Robust estimation via stochastic approximation
• A Note on Huber's Robust Estimation of a Location Parameter
• Robust Estimation of a Location Parameter
• Robust estimation of signal amplitude

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