On joint detection and estimation of Gauss-Markov processes

DOI10.1080/00207177908922833zbMath0424.93054OpenAlexW2029900794MaRDI QIDQ3859684

Murat Askar, Haluk Derin, Öner Yurtseven

Publication date: 1979

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207177908922833

zbMATH Keywords

Gauss-Markov processes

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Cites Work

• Optimal linear recursive estimation with uncertain system parameters
• On the estimation of uncertain signals using an estimation-detection scheme
• Simultaneous optimum detection and estimation of signals in noise
• Optimal recursive estimation with uncertain observation
• Recursive Bayesian estimation with uncertain observation (Corresp.)

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