ADAPTIVE BAYES FILTERING WITH UNKNOWN PRIOR STATISTICS4
Gary W. Husa, Andrew P. Sage · 1969
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)