Kalaba, Robert E.; Tesfatsion, Leigh S. - Department of Economics, Iowa State University - 1990
This study develops a general multicriteria Flexible Least Squares (FLS) framework for the sequential estimation of process states. Three well-known state estimation algorithms (the Viterbi, Larson-Peschon, and Kalman filters) are derived as monocriterion specializations. The FLS framework is...