Title :
Continuous-time adaptive filtering
Author_Institution :
International Institute for Applied Systems Analysis, Laxenburg, Austria
fDate :
8/1/1986 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1986.1104380
