On constrained stochastic optimal parameter selection problems (Q3031889)

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On constrained stochastic optimal parameter selection problems
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    On constrained stochastic optimal parameter selection problems (English)
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    1990
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    constrained stochastic optimal parameter selection
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    Ito equation
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    Wiener process
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    square integral functional
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    optimal parameter estimation
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    gradient algorithm
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    constant state feedback
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    second order system with white noise input
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