Some bayesian solutions for problems of adaptive estimation in linear dynamic systems

DOI10.1080/03610928508828921zbMath0561.93056OpenAlexW2012049712MaRDI QIDQ5187179

L. D. Broemeling, Joaquin Diaz, Abdullah Mat Yusoff

Publication date: 1985

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928508828921

zbMATH Keywords

predictionsmoothingfilteringBayesian procedurespoly t distribution

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Foundations and philosophical topics in statistics (62A01) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Data smoothing in stochastic control theory (93E14) Statistical distribution theory (62E99)

Related Items (6)

Finite population prediction under dynamic generalized linear models ⋮ Population variance prediction under normal dynamic superpopulation models ⋮ A Kalman filter model for single and two-stage repeated surveys ⋮ A Kalman filter model for single and two-stage repeated surveys ⋮ An adaptive bayebsian solution to the control peoble1 for linear control systems ⋮ On spatiotemporal prediction for on-line monitoring data

Cites Work

• Bayesian regression analysis using poly-t densities
• Optimization of stochastic systems. Topics in discrete-time systems
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