**Authors: **[tex2html_wrap4418]*D. Levanony, A. Bagchi (Dept. of Applied Mathematics,
University of Twente, The Netherlands)*

**Investigator username:** levanony

**Category: ** systems and control theory

**Subcategory:**

Continuous time, adaptive, ML based Kalman filtering is considered. First, the geometric structure of the MLE limit parameter sets is characterized. Then, based on the geometric study, a recursive adaptive filtering scheme is derived to obtain asymptotically optimal (minimum variance) state estimates.

baron@cim.mcgill.ca