Estimating time-varying parameters by the Kalman filter based algorithm: stability and convergence

DOI10.1109/9.45169MaRDI QIDQ3484743zbMATH OpenOpenAlexFDO

Authors Lei Guo

Publication date 1990

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

Full work available at URL https://doi.org/10.1109/9.45169

zbMATH Keywords

time-dependent

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10)

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