On-line almost-sure parameter estimation for partially observed discrete-time linear systems with known noise characteristics

Author:

Elliott Robert J.,Ford Jason J.,Moore John B.

Publisher

Wiley

Subject

Electrical and Electronic Engineering,Signal Processing,Control and Systems Engineering

Reference29 articles.

1. Hidden Markov Models, Estimation and Control. Springer: Berlin, 1995.

2. The Statistical Theory of Linear Systems. Wiley: New York, 1988.

3. Stochastic Systems: Estimation, Identification, and Adaptive Control. Prentice-Hall: Englewood Cliffs, NJ, 1986.

4. Identification: Theory for the User. Prentice-Hall: Englewood Cliffs, NJ, 1987.

5. Finite Dimensional Linear Systems. Wiley: New York, 1976.

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