Combined filtering and parameter estimation: Approximations and robustness

DOI10.1016/0005-1098(90)90136-6zbMath0711.93083MaRDI QIDQ923033

Wolfgang J. Runggaldier, C. Visentin

Publication date: 1990

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(90)90136-6

zbMATH Keywords

robust; adaptive systems; approximation algorithms; recursive estimation; non-linear filtering; Bayes methods; combined filtering and parameter estimation

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93B35: Sensitivity (robustness)

93C10: Nonlinear systems in control theory

93C55: Discrete-time control/observation systems

93E10: Estimation and detection in stochastic control theory

Related Items

Kalman filtering for linear systems with coefficients driven by a hidden Markov jump process

Cites Work

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