A decision theoretic approach to parameter estimation

DOI10.1109/TAC.1976.1101385zbMath0343.93066MaRDI QIDQ4111404

Rajamani Doraiswami

Publication date: 1976

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

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Decision theory (91B06) Estimation and detection in stochastic control theory (93E10) Statistical decision theory (62C99)

Related Items (5)

Identification of time‐varying OE models in presence of non‐Gaussian noise: Application to pneumatic servo drives ⋮ On robust Kalman filtering ⋮ Robust real-time algorithms for identification of linear multivariable time-varying systems ⋮ An adaptive robustizing approach to Kalman filtering ⋮ A linear time-varying filter for estimating a signal from unknown noise and its application to identification

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