Adaptive estimation for a linear system with interrupted observation |
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Authors: | Sawaragi Y Katayama T Fujishige S |
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Affiliation: | Kyoto University, Kyoto, Japan; |
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Abstract: | This short paper is concerned with the Bayesian estimation problem for a linear system with the interrupted observation mechanism that is expressed in terms of the stationary two-state Markov chain with unknown transition probabilities. Derived is the approximate minimum variance adaptive estimator algorithm coupled with the estimation of the unknown transition probabilities. |
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