A Bayesian solution to the problem of state estimation in an unknown noise environment†

DOI10.1080/00207177408932628zbMath0273.93060OpenAlexW1981397273MaRDI QIDQ5181185

D. L. Alspach, Louis L. Scharf, Amnon Abiri

Publication date: 1974

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

Full work available at URL: https://doi.org/10.1080/00207177408932628

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Related Items (5)

Identification of time delays in linear stochastic systems ⋮ Adaptive Kalman filtering for closed-loop systems based on the observation vector covariance ⋮ Non-linear state estimation in observation noise of unknown covariance† ⋮ Convergence and asymptotic behaviour of parallel algorithms ⋮ Bayesian adaptive filter for tracking with measurements of uncertain origin

Cites Work

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• Digital synthesis of non-linear filters
• Recursive Bayesian estimation using Gaussian sums

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