R. Popoli et J. Mendel, ESTIMATION USING SUBJECTIVE KNOWLEDGE WITH TRACKING APPLICATIONS, IEEE transactions on aerospace and electronic systems, 29(3), 1993, pp. 610-622
Within the framework of classical estimation theory, there is no techn
ically legitimate way to utilize knowledge that cannot be codified by
either deterministic or strict probability models. We introduce a theo
retically defensible approach (coordinated objective/subjective estima
tion (COSE)) for the simultaneous incorporation of both objective and
subjective knowledge in estimation. Also discussed is a technique (heu
ristically constrained estimation (HCE)) which is a particular interpr
etation of the Bayesian use of subjective priors. We apply COSF, HCE,
and classical maximum a posteriori probability (MAP) estimation to a t
racking problem.