ON ESTIMATION OF STATE VARIABLES + PARAMETERS FOR NOISY DYNAMIC SYSTEMS
ON ESTIMATION OF STATE VARIABLES + PARAMETERS FOR NOISY DYNAMIC SYSTEMS
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DOI：
10.1109/tac.1964.1105635
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发表时间：
1964-01-01
影响因子：
6.8
通讯作者：
COX, H
中科院分区：
文献类型：
--
作者：
COX, H
研究了在随机干扰和测量噪声存在下离散时间系统的状态变量和参数估计问题。线性问题的解决方案，并开发了非线性系统的近似技术。一个动态规划制定的估计问题也被开发。
The problem of estimating state variables and parameters is considered for discrete-time systems in the presence of random disturbances and measurement noise. The solution of the linear problem is given and an approximation technique is developed for nonlinear systems. A dynamic programming formulation of the estimation problem is also developed.