IEEE - Institute of Electrical and Electronics Engineers, Inc. - Tracking randomly varying parameters-analysis of a standard algorithm

Author(s): Guo, L. ; Xia, L. ; Moore, J.B.
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 January 1988
Conference Location: Austin, TX, USA
Conference Date: 7 December 1988
DOI: 10.1109/CDC.1988.194579
Regular:

Concerns the use of the Kalman filter as an algorithm for the parameter estimation of a linear stochastic system where the unknown parameters are randomly time-varying and can be represented by a... View More

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