Adaptive state estimation for systems with coloured observation noise

DOI10.1080/00207727808941676zbMath0365.93018OpenAlexW2118322282MaRDI QIDQ4140831

Alvan F. W. Tom, Naresh K. Sinha

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1080/00207727808941676

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Model systems in control theory (93C99)

Cites Work

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• Adaptive state estimation for systems with unknown noise covariances
• Identification of optimum filter steady-state gain for systems with unknown noise covariances
• Pattern Classification Using Stochastic Approximation Techniques

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