An adaptive filter for time‐varying‐parameter models

DOI10.1002/ACS.4480040502zbMath0735.93074OpenAlexW2066309272MaRDI QIDQ3974129

Michael G. Papaionnou, Ahmed S. Abutaleb

Publication date: 25 June 1992

Published in: International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/acs.4480040502

zbMATH Keywords

Pontryagin maximum principlenonlinear adaptive filterSridhar filtering theorymethod of invariant imbedding

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Least squares and related methods for stochastic control systems (93E24)

Related Items (1)

MALLIAVIN CALCULUS FOR THE ESTIMATION OF TIME-VARYING REGRESSION MODELS USED IN FINANCIAL APPLICATIONS

Cites Work

• New results in Sridhar filtering theory
• The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
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