Continuous-time adaptive filtering

DOI10.1109/TAC.1986.1104380MaRDI QIDQ3751489zbMATH OpenOpenAlexFDO

Authors Anatoly I. Yashin

Publication date 1986

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.1986.1104380

zbMATH Keywords

Bayesian parameterconsistencycontinuous-timecontinuous-time adaptive Kalman filterconvergence

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Bayesian inference (62F15) Inference from stochastic processes and prediction (62M20) Adaptive control/observation systems (93C40) Filtering in stochastic control theory (93E11)

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• On the consistent filtering of convergent semimartingales
• Adaptive Filtering
• Adaptive filtering with binary reinforcement
• Adaptive suboptimal filtering of bilinear systems
• Unconstrained frequency-domain adaptive filter
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• The continuous kalman filter as the limit of the discrete kalman filter
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