IEEE - Institute of Electrical and Electronics Engineers, Inc. - Jumps in observation noise statistics: effects on parameter estimates

Proceedings of 32nd IEEE Conference on Decision and Control

Author(s): Chowdhury, F.N. ; Aravena, J.L.
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 January 1993
Conference Location: San Antonio, TX, USA
Conference Date: 15 December 1993
ISBN (Paper): 0-7803-1298-8
DOI: 10.1109/CDC.1993.325148
Regular:

In this paper the case of parameter estimation in the presence of jumps in the observation noise statistics is considered. These jumps may or may not be accompanied by jumps in parameter values.... View More

Advertisement