Title :
Convergence of continuous-time partitioned adaptive state estimators
Author_Institution :
The University of Iowa, Iowa City, Iowa
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;
Conference_Titel :
Decision and Control including the Symposium on Adaptive Processes, 1980 19th IEEE Conference on
Conference_Location :
Albuquerque, NM, USA
DOI :
10.1109/CDC.1980.271884
