Exponential convergence of the Kalman filter based parameter estimation algorithm

International Journal of Adaptive Control and Signal Processing

Volumn 17, Issue 10, 2003, Pages 763-783

  Cao, Liyu ^a   Schwartz, Howard M ^b  

^a Micro Optics Design Corp   (Canada)

^b CARLETON UNIVERSITY   (Canada)

Author keywords

Convergence rate; Exponential convergence; Kalman filter; Recursive parameter estimation

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; CONVERGENCE OF NUMERICAL METHODS; LEAST SQUARES APPROXIMATIONS; LYAPUNOV METHODS; MATRIX ALGEBRA; PARAMETER ESTIMATION; REGRESSION ANALYSIS;

COVARIANCE MATRICES; EXPONENTIAL CONVERGENCE;

KALMAN FILTERING;

EID: 0348170850     PISSN: 08906327     EISSN: None     Source Type: Journal    
DOI: 10.1002/acs.774     Document Type: Article

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