Abstract

A sequential estimation computation for the state of a system given noisy observations is made more complicated by the presence of random forcing of the system and by uncertain parameters, even if the uncertain parameters are not estimated. The estimation formulas are derived for the case in which both complicating factors are present.

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call