Continuous-time adaptive filtering

DOI10.1109/TAC.1986.1104380zbMath0609.93062OpenAlexW2013571700MaRDI QIDQ3751489

Anatoliy I. Yashin

Publication date: 1986

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1986.1104380

zbMATH Keywords

convergenceconsistencycontinuous-timeBayesian parametercontinuous-time adaptive Kalman filter

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15) Filtering in stochastic control theory (93E11) Adaptive control/observation systems (93C40) Convergence of probability measures (60B10)

Related Items (1)

Adaptive suboptimal filtering of bilinear systems

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