Limiting optimal adaptive filtering with unknown disturbance covariance

DOI10.3103/S1063454111040042zbMath1272.93117OpenAlexW1967383752MaRDI QIDQ357745

D. V. Romaev, Andrey E. Barabanov

Publication date: 13 August 2013

Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1063454111040042

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Adaptive control/observation systems (93C40) Perturbations in control/observation systems (93C73)

Related Items (1)

Linear filtering with adaptive adjustment of the disturbance covariation matrices in the plant and measurement noise

Cites Work

• Analysis of recursive stochastic algorithms

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