Continuous-Time Adaptive Filtering

Published

Journal Article

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. Copyright © 1986 by The Institute of Electrical and Electronics Engineers, Inc.

Full Text

Duke Authors

Cited Authors

  • Yashin, AI

Published Date

  • January 1, 1986

Published In

Volume / Issue

  • 31 / 8

Start / End Page

  • 776 - 779

Electronic International Standard Serial Number (EISSN)

  • 1558-2523

International Standard Serial Number (ISSN)

  • 0018-9286

Digital Object Identifier (DOI)

  • 10.1109/TAC.1986.1104380

Citation Source

  • Scopus