Limiting optimal adaptive filtering with unknown disturbance covariance

DOI10.3103/S1063454111040042zbMATH Open1272.93117OpenAlexW1967383752MaRDI QIDQ357745FDOQ357745

Authors D. V. Romaev, A. E. Barabanov 

Publication date 13 August 2013

Published in Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3103/s1063454111040042

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Adaptive control/observation systems (93C40) Perturbations in control/observation systems (93C73)

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Cites work

• Analysis of recursive stochastic algorithms

Cited in

(4)

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• scientific article; zbMATH DE number 4083518 (Why is no real title available?)

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