Controlled drift estimation in fractional diffusion linear systems
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Cites work
- An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
- Asymptotic properties of MLE for partially observed fractional diffusion system
- ASYMPTOTIC PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR FOR STOCHASTIC PARABOLIC EQUATIONS WITH ADDITIVE FRACTIONAL BROWNIAN MOTION
- Dynamic sliding mode control for a class of systems with mismatched uncertainty
- Extension of the Kalman-Bucy filter to elementary linear systems with fractional Brownian noises
- Fractional diffusion with partial observations
- Fractional {O}rnstein-{U}hlenbeck processes
- General equivalence theory for optimum designs (approximate theory)
- On input signal synthesis in parameter identification
- On the Efficient Design of Statistical Investigations
- Optimal input signals for parameter estimation in dynamic systems--Survey and new results
- Optimal inputs for linear system identification
- Optimal linear filtering of general multidimensional Gaussian processes and its application to Laplace transforms of quadratic functionals
- Quadratic variations and estimation of the local Hölder index of a Gaussian process
- Robust optimal experiment design for system identification
- Sharp large deviations for the fractional Ornstein-Uhlenbeck process
- Statistical analysis of the fractional Ornstein--Uhlenbeck type process
- Transformation formulas for fractional Brownian motion
Cited in
(7)- Asymptotic properties of MLE for partially observed fractional diffusion system with dependent noises
- Controlling spurious drift
- A note on inference for the mixed fractional Ornstein-Uhlenbeck process with drift
- Adaptative design for estimation of parameter of second order differential equation in fractional diffusion system
- Fractional diffusion with partial observations
- scientific article; zbMATH DE number 3976907 (Why is no real title available?)
- Design for estimation of the drift parameter in fractional diffusion systems
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