Estimating time-varying parameters by the Kalman filter based algorithm: stability and convergence
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Publication:3484743
DOI10.1109/9.45169zbMath0704.93067OpenAlexW1972261365MaRDI QIDQ3484743
Publication date: 1990
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/9.45169
Linear regression; mixed models (62J05) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)
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