• DocumentCode
    3035296
  • Title

    Convergence of continuous-time partitioned adaptive state estimators

  • Author

    Tugnait, J.K.

  • Author_Institution
    The University of Iowa, Iowa City, Iowa
  • fYear
    1980
  • fDate
    10-12 Dec. 1980
  • Firstpage
    673
  • Lastpage
    678
  • Abstract
    The asymptotic behavior of Bayes optimal adaptive state estimation schemes (also called the partitioned adaptive estimation algorithms) for continuous-time linear dynamic Gauss-Markov systems with unknown parameters is investigated. The unknown system parameters are assumed to belong to a finite set. The results are developed through weak consistency of the maximum likelihood and the maximum a posteriori probability estimates of the unknown parameters.
  • Keywords
    Adaptive estimation; Bayesian methods; Cities and towns; Convergence; Extraterrestrial measurements; Gaussian processes; Parameter estimation; State estimation;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control including the Symposium on Adaptive Processes, 1980 19th IEEE Conference on
  • Conference_Location
    Albuquerque, NM, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1980.271884
  • Filename
    4046750