Kalman filter with hypothesis testing: A tool for estimating uncertain parameters
type: Item
instance of: scholarly article
title: Kalman filter with hypothesis testing: A tool for estimating uncertain parameters
zbMATH Open document ID: 0855.62079
DOI: 10.1007/BF01182588
author: F. Chowdhury
published in: Circuits, Systems, and Signal Processing
publication date: 1997-02-02T00:00:00Z
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 93E11
zbMATH DE Number: 922527
zbMATH Keywords: ARMA-models
zbMATH Keywords: algorithm
zbMATH Keywords: linear systems
zbMATH Keywords: uncertainty
zbMATH Keywords: observation noise
zbMATH Keywords: jumps
zbMATH Keywords: single-sample hypothesis
zbMATH Keywords: three-state decision rule
zbMATH Keywords: fading memory Kalman filter
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf01182588
OpenAlex ID: W2067160501
description: scientific article; zbMATH DE number 922527