Exponential convergence of the Kalman filter based parameter estimation algorithm (Q4452386)

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scientific article; zbMATH DE number 2041387
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Exponential convergence of the Kalman filter based parameter estimation algorithm
scientific article; zbMATH DE number 2041387

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    Exponential convergence of the Kalman filter based parameter estimation algorithm (English)
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    12 February 2004
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    Kalman filter
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    recursive parameter estimation
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    exponential convergence
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    convergence rate
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    linear systems
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