Fixed-gain estimation in continuous time
From MaRDI portal
Publication:1332523
DOI10.1007/BF00994915zbMath0806.62017MaRDI QIDQ1332523
László Gerencsér, Zsuzsanna Vágó
Publication date: 31 August 1994
Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)
strong approximationstochastic integrallinear stochastic systemcontinuous-time stochastic systemestimation with forgettingfixed-gain parameter estimation error
Asymptotic properties of parametric estimators (62F12) Foundations and philosophical topics in statistics (62A01) Stationary stochastic processes (60G10) Estimation and detection in stochastic control theory (93E10)
Cites Work