✦ LIBER ✦

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

✍ Scribed by Guo, L.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Exponential convergence of the Kalman fi

✍ Liyu Cao; Howard M. Schwartz 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 182 KB 👁 1 views

Lp-stability of estimation errors of kal

✍ J. F. Zhang; L. Guo; H. F. Chen 📂 Article 📅 1991 🏛 John Wiley and Sons 🌐 English ⚖ 782 KB

A note on the stability of the Kalman-bu

✍ P. Bougerol; S. Fakhfakh 📂 Article 📅 1996 🏛 Springer US 🌐 English ⚖ 259 KB

Universal predictive Kalman filter-based

✍ Wei, C.-L.; Tsai, J.S.-H.; Guo, S.-M.; Shieh, L.-S. 📂 Article 📅 2011 🏛 The Institution of Engineering and Technology 🌐 English ⚖ 699 KB

Kalman-filter-based channel estimation f

✍ Huang, M.; Chen, X.; Xiao, L.; Zhou, S.; Wang, J. 📂 Article 📅 2007 🏛 The Institution of Engineering and Technology 🌐 English ⚖ 549 KB

Parameter stability in the market model:

✍ J. Andrew Coutts; Jennifer Roberts; Terence C. Mills 📂 Article 📅 1997 🏛 John Wiley and Sons ⚖ 511 KB