@article{iiasa13660, volume = {31}, number = {8}, month = {January}, title = {Continuous-time adaptive filtering}, publisher = {IEEE}, year = {1986}, journal = {IEEE Transactions on Automatic Control}, doi = {10.1109/TAC.1986.1104380}, pages = {776--779}, url = {https://pure.iiasa.ac.at/id/eprint/13660/}, issn = {0018-9286}, 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.}, author = {Yashin, A.} }