DocumentCode
853363
Title
Continuous-time adaptive filtering
Author
Yashin, A.
Author_Institution
International Institute for Applied Systems Analysis, Laxenburg, Austria
Volume
31
Issue
8
fYear
1986
fDate
8/1/1986 12:00:00 AM
Firstpage
776
Lastpage
779
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.
Keywords
Adaptive Kalman filtering; Bayes procedures; Parameter estimation; Adaptive control; Adaptive filters; Adaptive systems; Automatic control; Convergence; Nonlinear control systems; Programmable control; Robust control; Robust stability; Robustness;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1986.1104380
Filename
1104380
Link To Document