<p style='text-indent:20px;'>We show that “full-bang” control is optimal in a problem which combines features of (i) sequential least-squares <i>estimation</i> with Bayesian updating, for random quantity observed bath white noise; (ii) bounded <i>control</i> the rate at observations are received, superquadratic cost per unit time; and (iii) “fast” discretionary &lt...

People Matching for Transportation Planning Using Optimized Features and Texel Camera Data for Sequential Estimation

In this paper, after defining pure proportional navigation guidance in the 3-dimensional state from a new point of view, range estimation for passive homing missiles isexplained. Modeling has been performed by using line of sight coordinates with a particulardefinition. To obtain convergent estimates of those state variables involved particularly inrange channel and unavailable from IR trackers...

This paper presents a sequential estimation procedure for the unknown parameters of a continuous-time stochastic linear regression process. As examples the sequential estimation problem of two dynamic parameters in stochastic linear systems with memory and in autoregressive processes is solved. The estimation procedure is based on the least squares method with weights and yields estimators with...

This note examines the role of accelerated sequential sampling in the case of general linear and AR(p) models. In a general linear model, under independent normal errors, both minimum risk point estimation and xed-accuracy conndence set estimation of the regression parameters are included. Then, the point estimation problem is revisited when the errors are independent, but nonnormal. In the end...

Modern treatments of structured Principal Component Analysis often focus on the estimation of a single component under various assumptions or priors, such as sparsity and smoothness, and then the procedure is extended to multiple components by sequential estimation interleaved with deflation. While prior work has highlighted the importance of proper deflation for ensuring the quality of the est...