RT Journal Article
SR 00
ID 10.1109/TAC.1986.1104380
A1 Yashin, A.
T1 Continuous-time adaptive filtering
JF IEEE Transactions on Automatic Control
YR 1986
FD 1986-01-06
VO 31
IS 8
SP 776
OP 779
AB 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.
PB IEEE
SN 0018-9286
LK https://pure.iiasa.ac.at/id/eprint/13660/