CONTINUOUS-TIME ADAPTIVE FILTERING.

Journal Article

Necessary and sufficient conditions are established for convergence of Bayesian parameter estimators in a continuous-time adaptive Kalman filter with a denumerable or finite set of parameter values.

Duke Authors

Cited Authors

  • Yashin, AI

Published Date

  • 1986

Published In

  • Ieee Transactions on Automatic Control

Volume / Issue

  • AC-31 / 8

Start / End Page

  • 776 - 779