Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely: The asymptotic behavior of a Bayes optimal adaptive estimation scheme for a linear discrete-time dynamical system with unknown Markovian noise statistics is investigated. Noise influencing the state equation and the measurement equation is assumed to come from a group of Gaussian distributions having different means and covariances, with transitions from one noise source to another determined by a Markov transition matrix. The transition probability matrix is unknown and can take values only from a finite set. An example is simulated to illustrate the convergence.
['Jitendra K. Tugnait', 'Abraham H. Haddad']
I am writing a research paper on a idea Adaptive estimation in linear systems with unknown Markovian noise statistics
[{"from": "human", "value": "I am writing a research paper on a idea Adaptive estimation in linear systems with unknown Markovian noise statistics"}, {"from": "gpt", "value": "Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely: The asymptotic behavior of a Bayes optimal adaptive estimation scheme for a linear discrete-time dynamical system with unknown Markovian noise statistics is investigated. Noise influencing the state equation and the measurement equation is assumed to come from a group of Gaussian distributions having different means and covariances, with transitions from one noise source to another determined by a Markov transition matrix. The transition probability matrix is unknown and can take values only from a finite set. An example is simulated to illustrate the convergence."}]