Continuous-time adaptive filtering

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

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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: 27 Aug 2021 17:27
URI: http://pure.iiasa.ac.at/13660

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