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Browse Journals & Magazines > Automatic Control, IEEE Trans ...> Volume:22 Issue:2 Help

Batch estimation of a jump in the state of a stochastic linear system

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1 Author(s)
Murphy, D. ; Southeastern Massachusetts University, North Dartmouth, MA, USA

A batch algorithm which estimates the state as well as a jump in the state which occurs at a known time is presented. The algorithm is modified such that the state estimate and the jump estimate are treated in a serial manner. A comparison with the estimator given in [1] and [2] is included.

Published in:
Automatic Control, IEEE Transactions on  (Volume:22 ,  Issue: 2 )

Date of Publication: Apr 1977

Page(s):
275 - 276
ISSN :
0018-9286
Digital Object Identifier :
10.1109/TAC.1977.1101453
Product Type:
Journals & Magazines
Date of Current Version :
06 January 2003
Issue Date :
Apr 1977
Sponsored by :
IEEE Control Systems Society

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