%0 Journal Article
%@ 0018-9286
%A Yashin, A.
%D 1986
%F iiasa:13660
%I IEEE
%J IEEE Transactions on Automatic Control
%N 8
%P 776-779
%R 10.1109/TAC.1986.1104380
%T Continuous-time adaptive filtering
%U https://pure.iiasa.ac.at/id/eprint/13660/
%V 31
%X 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.