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.

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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

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