Smooth empirical Bayes estimation of observation error variances in linear systems.
Abstract missing.
Martz, H. F., Jr.↗
Engineering topics
Martz, H. F., Jr.
Publications and source records attributed to Martz, H. F., Jr..
Smooth empirical Bayes estimation of observation error variances in linear systems
A smooth empirical Bayes estimator was developed for estimating the unknown random scale component of each of a set of observation error variances. It is shown that the estimator possesses a smaller average squared error loss than other estimators for a discrete time linear system.
Martz, H. F., Jr.↗
Empirical Bayes state estimation in discrete time linear systems
Linear dynamic systems state estimation, using empirical Bayes decision theory to develop filter set
Kamat, S. J.↗
Application of empirical Bayes decision procedures to discrete time linear filtering. Investigation of an empirical Bayes filter for use in trajectory estimation Final report
Empirical Bayes filter for use in trajectory estimation and comparison of performance with Kalman filter
Kamat, S. J.↗
Empirical Bayes estimation of observation error variances in linear systems
Kalman filter set for state vector and observation error variance estimation in discrete- time linear system, using empirical Bayes techniques
Born, G. H.↗