Continuous-time adaptive filtering

Yashin A (1986). Continuous-time adaptive filtering. IEEE Transactions on Automatic Control 31 (8): 776-779. DOI:10.1109/TAC.1986.1104380.

Full text not available from this repository.

Abstract

This note establishes necessary and sufficient conditions for convergence of Bayesian parameter estimates in continuous-time adaptive Kalman filter with a denumerable or finite set of parameter values.

Item Type: Article
Depositing User: Luke Kirwan
Date Deposited: 10 Aug 2016 12:32
Last Modified: 25 Jan 2017 15:34
URI: http://pure.iiasa.ac.at/13660

Actions (login required)

View Item View Item

International Institute for Applied Systems Analysis (IIASA)
Schlossplatz 1, A-2361 Laxenburg, Austria
Phone: (+43 2236) 807 0 Fax:(+43 2236) 71 313