Generalized pseudo-Bayes estimation and detection for abruptly changing systems

✍ Scribed by Keigo Watanabe; Spyros G. Tzafestas

Publisher: Springer Netherlands
Year: 1993
Tongue: English
Weight: 778 KB
Volume: 7
Category: Article
ISSN: 0921-0296
DOI: 10.1007/bf01258214

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Detection and estimation for abruptly ch

Detection and estimation for abruptly changing systems

✍ Jitendra K. Tugnait 📂 Article 📅 1982 🏛 Elsevier Science 🌐 English ⚖ 900 KB

The problem of state estimation and system structure detection for discrete stochastic dynamical systems with parameters which may switch among a finite set of values is considered. The switchings are modelled by a Markov chain with known transition probabilities. A brief survey and a unified treatm