Convergence rates of continuous-time stochastic ELS parameter estimation (Q3762200)
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scientific article; zbMATH DE number 4012465
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| English | Convergence rates of continuous-time stochastic ELS parameter estimation |
scientific article; zbMATH DE number 4012465 |
Statements
Convergence rates of continuous-time stochastic ELS parameter estimation (English)
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1987
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linear continuous-time stochastic signal models
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Convergence (and divergence) rates
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extended least squares (ELS) estimation algorithms
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prefiltering
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finite escape times
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continuous-time
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0.9255126118659972
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0.8814581632614136
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0.8185341358184814
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0.7954652309417725
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