✦ LIBER ✦

Convergence results for continuous-time adaptive stochastic filtering algorithms

✍ Scribed by J.H van Schuppen

Publisher: Elsevier Science
Year: 1983
Tongue: English
Weight: 693 KB
Volume: 96
Category: Article
ISSN: 0022-247X
DOI: 10.1016/0022-247x(83)90038-0

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Exact filters for Newton–Raphson paramet

Exact filters for Newton–Raphson parameter estimation algorithms for continuous-time partially observed stochastic systems

✍ C.D. Charalambous; J.L. Hibey 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 156 KB

This paper presents explicit ÿnite-dimensional ÿlters for implementing Newton-Raphson (NR) parameter estimation algorithms. The models which exhibit nonlinear parameter dependence are stochastic, continuous-time and partially observed. The implementation of the NR algorithm requires evaluation of th

Adaptive Chandrasekhar filter for linear

Adaptive Chandrasekhar filter for linear discrete-time stationary stochastic systems

✍ Masanori Sugisaka 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 318 KB

Convergence results for continuous-time

Convergence results for continuous-time waveform methods for Volterra integral equations

✍ M.R. Crisci; N. Ferraro; E. Russo 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 499 KB

Recursive algorithms for adaptive transv

Recursive algorithms for adaptive transversal filters: Optimality and time-variance

✍ Gernot Kubin 📂 Article 📅 1990 🏛 Elsevier Science 🌐 English ⚖ 71 KB

Stochastic linear quadratic adaptive con

Stochastic linear quadratic adaptive control for continuous-time first-order systems

✍ A.J. Gao; B. Pasik-Duncan 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 305 KB

Computer-aided design for a real-time ac

Computer-aided design for a real-time acceleration of the convergence of adaptive control algorithms

✍ M. de la Sen 📂 Article 📅 1986 🏛 Elsevier Science 🌐 English ⚖ 395 KB