A finite-horizon adaptive Kalman filter for linear systems with unknown disturbances.
Yan LiangDe Xi AnDong Hua ZhouQuan PanPublished in: Signal Process. (2004)
Keyphrases
- linear systems
- finite horizon
- optimal policy
- adaptive kalman filter
- sufficient conditions
- infinite horizon
- markov decision processes
- dynamical systems
- multistage
- single product
- markov decision process
- sparse linear systems
- coefficient matrix
- average cost
- neural network
- kalman filter
- image processing
- control system
- long run
- pid controller
- non stationary