Optimal estimation of linear discrete-time systems with stochastic parameters.
Willem L. De KoningPublished in: Autom. (1984)
Keyphrases
- closed form solutions
- markov processes
- linear quadratic
- optimal linear
- parameter estimation
- management system
- maximum likelihood
- closed form
- closed loop
- estimation algorithm
- estimation error
- stochastic processes
- optimal parameters
- transfer function
- optimal solution
- optimal control
- complex systems
- dynamic programming