Validation of state-space models from a single realization of non-Gaussian measurements

DOI10.1109/TAC.1985.1103891zbMath0572.93074MaRDI QIDQ3690731

James C. Spall

Publication date: 1985

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

zbMATH Keywords

asymptotic distribution theorylinear state-space formnormalized Kalman filter state estimate

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Generalized coordinates; event, impulse-energy, configuration, state, or phase space for problems in mechanics (70G10)

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THE DISTRIBUTION OF NONSTATIONARY AUTOREGRESSIVE PROCESSES UNDER GENERAL NOISE CONDITIONS ⋮ Error-constrained finite-horizon tracking control with incomplete measurements and bounded noises ⋮ Feedback quadratic filtering ⋮ Distributed set-valued estimation in sensor networks with limited communication data rate

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