“…Discrete time systems have been considered in (Guyader and Zhang, 2003;Ţ iclea and Besançon, 2016), also in deterministic frameworks. In order to take into account random uncertainties with a numerically efficient algorithm, this paper considers stochastic systems in discrete time, with an adaptive Kalman filter, which is structurally inspired by adaptive observers (Zhang, 2002;Guyader and Zhang, 2003), but with well-established stochastic properties. The main contribution of this paper is an adaptive Kalman filter for discrete time LTV/LPV system joint stateparameter estimation in a stochastic framework, with rigorously proved stability and minimum variance properties.…”