A variational Bayes moving horizon estimation adaptive filter with guaranteed stability
DOI10.1016/j.automatica.2022.110374zbMath1494.93111arXiv2110.04817OpenAlexW3205561304MaRDI QIDQ2151894
Giorgio Battistelli, Luigi Chisci, Xiangxiang Dong, Yun-ze Cai
Publication date: 5 July 2022
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2110.04817
Filtering in stochastic control theory (93E11) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Linear systems in control theory (93C05)
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