Tracking error bounds of adaptive nonstationary filtering

DOI10.1016/0005-1098(85)90062-7zbMath0565.93056OpenAlexW2028623085MaRDI QIDQ1059040

Eweda Eweda, Odile Macchi

Publication date: 1985

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(85)90062-7

zbMATH Keywords

bounded memory modelstochastic adaptive linear filtering algorithmstracking capacity

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Methods of reduced gradient type (90C52) Model systems in control theory (93C99)

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