Bayesian Parameter Estimation

IEEE Transactions on Automatic Control

Volumn 33, Issue 2, 1988, Pages 217-222

  Kramer, Stuart C ^a   Sorenson, Harold W ^b  

^a AIR FORCE INSTITUTE OF TECHNOLOGY   (United States)

^b USAF   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CONTROL SYSTEMS, LINEAR; MATHEMATICAL STATISTICS - MONTE CARLO METHODS;

BAYESIAN PARAMETER ESTIMATION; DISCRETE-TIME PARAMETER ESTIMATION PROBLEM; TRUE OPTIMAL ESTIMATE;

CONTROL SYSTEMS, DISCRETE TIME;

EID: 0023961771     PISSN: 00189286     EISSN: 15582523     Source Type: Journal    
DOI: 10.1109/9.395     Document Type: Article

References (10)

1. L. J. Savage. The Foundations of Statistics. New York: Dover. 1972.
2. G. E. P. Box and G. C. Tiao, Bayesian Inference in Statistical Analysis. Reading, MA: Addison-Wesley. 1973.
3. V. Peterka, “Bayesian system identification,” Automatica, vol. 17, pp. 41-53, 1981.
4. L. Ljung and T. Soderstrom, Theory and Practice of Recursive Identification. Cambridge, MA: M.I.T. Press. 1983.
5. D. L. Alspach and H. W. Sorenson, “Nonlinear Bayesian estimation using Gaussian sum approximations,” IEEE Trans. Automat. Contr., vol. AC-17. pp. 439-448, 1972.
6. A. H. Wang and R. L. Klein, “Implementation of nonlinear estimators using monospline,” in Proc. 13th IEEE Conf. Decision Contr., 1976, pp. 1305-1307.
7. R. S. Bucy and K. D. Senne, “Digital synthesis of nonlinear filters,” Automatica, vol. 7, pp. 287-298. 1971.
8. S. C. Kramer and H. W. Sorenson, “Recursive Bayesian estimation using piecewise constant approximations,” Automatica, submitted for publication.
9. D. F. Liang and G. S. Christensen, “New estimation algorithms for discrete nonlinear systems and observations with multiple time delays.” Int. J. Contr., vol. 23. pp. 613-625, 1976.
10. D. F. Liang, “Comparisons of nonlinear recursive filters for systems with non-negligible nonlinearities,” in Control and Dynamic Systems, Vol. 20, C. T. Leondes. Ed. New York: Academic, 1983.