ADAPTIVE BAYES FILTERING WITH UNKNOWN PRIOR STATISTICS4

Abstract

Two problems which occur when methods of optimal estimation are applied to an actual problem are the choice of prior statistics and the choice of a mathematical system model. This research discusses various existing methods for adaptively estimating system parameters and prior statistics and then presents the development of optimal and suboptimal Bayes estimation algorithms for filtering with unknown prior statistics. (Author)

Document Details

Document Type
Technical Report
Publication Date
Apr 16, 1969
Accession Number
AD0705247

Entities

People

  • Andrew P. Sage
  • Gary W. Husa

Organizations

  • Southern Methodist University

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Data Science
  • Filtration
  • Information Science
  • Mathematics
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.