Combined filtering and parameter estimation: Approximations and robustness
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Publication:923033
DOI10.1016/0005-1098(90)90136-6zbMath0711.93083MaRDI QIDQ923033
Wolfgang J. Runggaldier, C. Visentin
Publication date: 1990
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0005-1098(90)90136-6
robust; adaptive systems; approximation algorithms; recursive estimation; non-linear filtering; Bayes methods; combined filtering and parameter estimation
93E11: Filtering in stochastic control theory
93B35: Sensitivity (robustness)
93C10: Nonlinear systems in control theory
93C55: Discrete-time control/observation systems
93E10: Estimation and detection in stochastic control theory
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