Tracking randomly varying parameters: Analysis of a standard algorithm

DOI10.1007/BF02551377zbMath0745.93078OpenAlexW3160952509MaRDI QIDQ1176535

S. Singh

Publication date: 25 June 1992

Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02551377

zbMATH Keywords

Kalman filterlinear stochastic system identification

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12) Differential algebra (12H05)

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Tradeoff between mean-square and worst-case performances in adaptive filtering. With a discussion by Ali H. Sayed and comments by the authors., Adaptation and tracking in system identification - a survey

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