连续时间分段自适应状态估计的收敛性

1980 19th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes Pub Date : 1980-12-01 DOI:10.1109/CDC.1980.271884

Jitendra Tugnait

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引用次数: 1

摘要

研究了具有未知参数的连续线性动态高斯-马尔可夫系统的贝叶斯最优自适应状态估计算法的渐近性。假设未知系统参数属于有限集合。结果是通过对未知参数的最大似然估计和最大后验概率估计的弱一致性得到的。

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Convergence of continuous-time partitioned adaptive state estimators

The asymptotic behavior of Bayes optimal adaptive state estimation schemes (also called the partitioned adaptive estimation algorithms) for continuous-time linear dynamic Gauss-Markov systems with unknown parameters is investigated. The unknown system parameters are assumed to belong to a finite set. The results are developed through weak consistency of the maximum likelihood and the maximum a posteriori probability estimates of the unknown parameters.

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1980 19th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes

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