Continuous-Time Adaptive Filtering

Journal Article (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

Published version (via Digital Object Identifier)

Duke Authors

Yashin, Anatoli I.

Cited Authors

Yashin, AI

Published Date

January 1, 1986

Published In

Ieee Transactions on Automatic Control

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