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Convergence analysis of an online approach to parameter estimation problems based on binary observations.

Kian JafariJérôme JuillardMorgan Roger
Published in: Autom. (2012)
Keyphrases
  • convergence analysis
  • estimation problems
  • parameter estimation
  • global convergence
  • high dimensional
  • optimality conditions
  • particle filter
  • worst case
  • covariance matrices
  • state estimation
  • higher order