Convergence and asymptotic behaviour of parallel algorithms

DOI10.1080/00207178108922957zbMath0468.93065OpenAlexW2014239775MaRDI QIDQ3922582

P. Rodrigo, M. Gauvrit, C. Fargeon

Publication date: 1981

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178108922957

zbMATH Keywords

convergencerobust controlKalman filterBayesian identification

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Related Items (2)

An implementation method for the discrete Kalman filter with applications to large-scale systems ⋮ Bayesian adaptive filter for tracking with measurements of uncertain origin

Cites Work

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• Stochastic processes and filtering theory
• Adaptive sequential estimation with unknown noise statistics
• Analysis of recursive stochastic algorithms
• A Bayesian solution to the problem of state estimation in an unknown noise environment†
• Variance of Bayes estimates
• Optimal simultaneous state estimation and parameter identification in linear discrete-time systems

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