Pii: S0045-7906(98)00024-x
نویسندگان
چکیده
This paper considers two related problems of state estimation and model validation for a class of uncertain linear systems. The main contribution of the paper is that it considers a general information structure which allows for discrete and continuous measurements as well as missing data. The results are given in terms of a recursive state estimator involving a jump Riccati dierential equation and jump state equations. These equations can be solved on-line. # 1999 Elsevier Science Ltd. All rights reserved.
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