An epistemology of Bayes estimation

Wynn Stirling, Darryl Morrell

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2 Scopus citations


Bayesian estimation of the state of a system with unknown prior distribution is discussed. If the prior distribution lies in a convex set, then the posterior distribution also lies in a convex set. For linear Gaussian systems, the convex set may be generated by a set of Gaussian distributions with equal covariance with means in a convex region of state space. The Kalman filter is generalized to a set-valued Kalman filter, consisting of equations of evolution of a convex set of conditional means and a conditional covariance. An example is presented to illustrate and interpret the output of the estimator.

Original languageEnglish (US)
Title of host publicationTwenty Third Annu Asilomar Conf Signal Syst Comput
PublisherPubl by Maple Press, Inc
Number of pages5
ISBN (Print)0929029301
StatePublished - 1989
Externally publishedYes
EventTwenty-Third Annual Asilomar Conference on Signals, Systems & Computers - Pacific Grove, CA, USA
Duration: Oct 30 1989Nov 1 1989

Publication series

NameConference Record - Asilomar Conference on Circuits, Systems & Computers
ISSN (Print)0736-5861


ConferenceTwenty-Third Annual Asilomar Conference on Signals, Systems & Computers
CityPacific Grove, CA, USA

ASJC Scopus subject areas

  • General Engineering


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