CONTROLLED DRIFT ESTIMATION IN FRACTIONAL DIFFUSION LINEAR SYSTEMS (Q2841324): Difference between revisions

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+MaRDI publication profile
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+On input signal synthesis in parameter identification
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+Sharp Large Deviations for the Fractional Ornstein–Uhlenbeck Process
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+Asymptotic properties of MLE for partially observed fractional diffusion system
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+Fractional Diffusion with Partial Observations
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+Fractional {O}rnstein-{U}hlenbeck processes
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+ASYMPTOTIC PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR FOR STOCHASTIC PARABOLIC EQUATIONS WITH ADDITIVE FRACTIONAL BROWNIAN MOTION
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+Dynamic sliding mode control for a class of systems with mismatched uncertainty
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+Robust optimal experiment design for system identification
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+Quadratic variations and estimation of the local Hölder index of a Gaussian process
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+Transformation formulas for fractional Brownian motion
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+General equivalence theory for optimum designs (approximate theory)
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+Optimal linear filtering of general multidimensional Gaussian processes and its application to Laplace transforms of quadratic functionals
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+Statistical analysis of the fractional Ornstein--Uhlenbeck type process
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+Extension of the Kalman-Bucy filter to elementary linear systems with fractional Brownian noises
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+Optimal inputs for linear system identification
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+Optimal input signals for parameter estimation in dynamic systems--Survey and new results
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+An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
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+On the Efficient Design of Statistical Investigations
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