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Consistency of Bayesian parameter estimates in adaptive Kalman filtering. (English. Russian original) Zbl 0466.93064

Autom. Remote Control 42, 446-454 (1981); translation from Avtom. Telemekh. 1981, No. 4, 47-56 (1981).

MSC:

93E11 Filtering in stochastic control theory
93C05 Linear systems in control theory
93E10 Estimation and detection in stochastic control theory
62A01 Foundations and philosophical topics in statistics
93C40 Adaptive control/observation systems
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