Certain martingale methods of parameter estimation in dynamic system

DOI10.1108/03684920810907715MaRDI QIDQ3639361zbMATH OpenOpenAlexFDO

Authors Fanliang Kong, Guizhi Wang, Yu Ping

Publication date 30 October 2009

Published in Kybernetes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1108/03684920810907715

zbMATH Keywords

cyberneticsestimationstatistical analysis

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10)

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Cites work

• GENERAL FEEDBACK SYSTEMS*
• scientific article; zbMATH DE number 28072 (Why is no real title available?)
• REMARKS ON THE CONCEPT OF DYNAMICAL SYSTEMS
• The estimation-valued property of \(B\)-valued asymptotic martingale

Cited in

(1)

• A martingale Kronecker lemma and parameter estimation for linear systems

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