ON CONSISTENT PARAMETER ESTIMATION IN ADAPTIVE FILTERING.

Published

Journal Article

The paper investigates the necessary and sufficient conditions for consistency of parameter estimates in adaptive Kalman filtering. The unknown parameter is assumed to dictate the evolution of both the observed and unobserved processes and to take on values from a certain numerical set.

Duke Authors

Cited Authors

  • Kuznetsov, NA; Yashin, AI

Published Date

  • January 1, 1981

Published In

  • Problems of Control and Information Theory

Volume / Issue

  • 10 / 5

Start / End Page

  • 317 - 327

International Standard Serial Number (ISSN)

  • 0370-2529

Citation Source

  • Scopus