20
Views
5
CrossRef citations to date
0
Altmetric
Original Articles

Some bayesian solutions for problems of adaptive estimation in linear dynamic systems

, &
Pages 401-418 | Received 01 Jan 1983, Published online: 27 Jun 2007

Bibliography

  • Aoki , Masanao . 1967 . Optimization of Stochastic Systems Topics in Discrete Time Series , New York : Academic Press .
  • Box , G.E.P. and Tiao , G.C. 1973 . Bayesian Inference in Statistical Analysis , Reading, Mass : Addison Wesley .
  • Dreze , Jacques H. 1977 . “ Bayesian regression analysis using poly-t densities ” . In New Developments in the Application of Bayesian Methods , Edited by: Aykac , Ahmet and Brumat , Carlo . Amsterdam : North-Holland Publishing Company .
  • Harrison , P.J. and Stevens , C.F. 1976 . Bayesian forecasting (with discussion) . Journal of The Royal Statistical Society , 38 : 205 – 247 . Series B
  • Jazwinski , Andrew H. 1970 . Stochastic Processes and Filtering Theory , New York : Academic Press .
  • Kalman , R.E. 1960 . A new approach to linear filtering and prediction problems . Transaction, ASME, J. of Basic Engineering , 82-D : 34 – 45 .
  • Lindley , D.V. and Smith , A.F.M. 1972 . Bayes estimates for the Linear model . Journal of the Royal Statistical Society , 34 : 1 – 18 . Series B
  • Mehra , Raman K. 1970 . On the identification of variances and adaptive Kaiman filtering . IEEE Transactions on Automatic Control , AC-15 : 175 – 184 .
  • Press , James S. 1982 . Applied Multivarlate Analysis Holt Rinehart and Winston, Inc, New York

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.