Continuous-time adaptive filtering
- 1 August 1986
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 31 (8) , 776-779
- https://doi.org/10.1109/tac.1986.1104380
Abstract
This note establishes necessary and sufficient conditions for convergence of Bayesian parameter estimates in continuous-time adaptive Kalman filter with a denumerable or finite set of parameter values.Keywords
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