Convergence analysis of estimation algorithms for dual-rate stochastic systems

DOI10.1016/J.AMC.2005.09.048zbMath1095.65056OpenAlexW2011062154MaRDI QIDQ2493770

Yang Shi, Feng Ding, Peter Xiaoping Liu

Publication date: 16 June 2006

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2005.09.048

zbMATH Keywords

convergencesystem identificationparameter estimationnumerical examplesdifference equationmultirate systemsleast squares algorithmmartingale process

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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