Estimating time-varying parameters by the kaiman filter based algorithm: Stability and convergence

IEEE Transactions on Automatic Control

Volumn 35, Issue 2, 1990, Pages 141-147

  Guo, Lei ^a  

^a AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

CONTROL SYSTEMS, STOCHASTIC; SIGNAL FILTERING AND PREDICTION--KALMAN FILTERING;

DETERMINISTIC SIGNALS; PARAMETER ESTIMATOR; PARAMETER TRACKING; REGRESSION VECTOR; TIME-VARYING PARAMETERS; TIME-VARYING REGRESSION MODELS;

CONTROL SYSTEMS, TIME VARYING;

EID: 0025388355     PISSN: 00189286     EISSN: 15582523     Source Type: Journal    
DOI: 10.1109/9.45169     Document Type: Article

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