Simultaneous system identification and decision-directed detection and estimation of jump inputs to linear systems

DOI10.1109/TAC.1987.1104425zbMath0603.93064OpenAlexW2111942506MaRDI QIDQ3741556

Wynn C. Stirling

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1109/tac.1987.1104425

zbMATH Keywords

parameter estimationMonte Carlo resultsKalman filterdecision-directed generalized likelihood ratio testempirical Bayes detection procedurelinear systems with unknown jump inputs

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Monte Carlo methods (65C05) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

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