A generalized likelihood ratio approach to the detection and estimation of jumps in linear systems
نویسندگان
چکیده
منابع مشابه
Generalized Likelihood Ratio Approach to the Detection and Estimation of Jumps in Linear Systems
Abshclct-We consider a class of stochastic hear systems that are subject to jumps of unknown magnitudes in the state variables ornoling at nnknown times. This model can be nsed when considering such problem as estimation for systems subject to possible component fai lures and the tracking of vehicles capable of abrupt maneuvers Using Kalmao-Bucy filtering and generalized likelihood ratio techni...
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ژورنال
عنوان ژورنال: IEEE Transactions on Automatic Control
سال: 1976
ISSN: 0018-9286
DOI: 10.1109/tac.1976.1101146