Markov approximation jointly with identification of a stochastic object

DOI10.1023/A:1024185515353MaRDI QIDQ1778905zbMATH OpenFDO

Authors V. N. Fetisov

Publication date 17 June 2005

Published in Automation and Remote Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/A:1024185515353

zbMATH Keywords

accuracy of approximationautoregression processescontinuous-spectrum stationary processessampling of statistically data

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Identification in stochastic control theory (93E12)

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(2)

• Analysis of an identification algorithm arising in the adaptive estimation of Markov chains
• scientific article; zbMATH DE number 5732165 (Why is no real title available?)

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