Convergence of continuous-time partitioned adaptive state estimators

DOI10.1080/00207178108922964zbMath0476.93060OpenAlexW4236612856MaRDI QIDQ3932690

Tugnait, Jitendra K.

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1080/00207178108922964

zbMATH Keywords

asymptotic behaviour of Bayes optimal adaptive state estimation schemescontinuous-time linear dynamic Gauss-Markov systems with unknown parametersmaximum a posteriori probability estimatesweak consistency of the maximum likelihood

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Model systems in control theory (93C99)

Cites Work

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• Continuous time systems identification with unknown noise covariance
• Model approximations via prediction error identification
• Stochastic differential systems. I: Filtering and control. A function space approach
• An information theoretic approach to dynamical systems modeling and identification
• Optimal Estimation in the Presence of Unknown Parameters
• Note on the Consistency of the Maximum Likelihood Estimate
• On Wald's Proof of the Consistency of the Maximum Likelihood Estimate

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