On guaranteed parameter estimation of a multiparameter linear regression process

DOI10.1016/J.AUTOMATICA.2010.01.003MaRDI QIDQ983198zbMATH OpenOpenAlexFDO

Authors Uwe Küchler, Vyacheslav A. Vasiliev

Publication date 3 August 2010

Published in Automatica (Search for Journal in Brave)

Full work available at URL http://edoc.hu-berlin.de/18452/3454

zbMATH Keywords

system identificationdelay analysisestimation theoryidentification methodsstatistical analysissequential identification

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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Cites work

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• On sequential estimation of parameters in semimartingale regression models with continuous time parameter.
• On sequential estimators for affine stochastic delay differential equations
• Sequential identification of linear dynamic systems with memory
• Sequential parameter estimation with guaranteed mean-square accuracy for unstable linear stochastic systems

Cited in

(10)

• Estimation of the number of observations in the sequential parameter identification of dynamical systems
• Sequential identification of linear dynamic systems with memory
• Guaranteed parameter estimation in unstable dynamic systems
• A truncated estimation method with guaranteed accuracy
• Sequential parameter estimation with guaranteed mean-square accuracy for unstable linear stochastic systems
• Non-parametric sequential estimation of a regression function based on dependent observations
• Robust and Nonlinear Control: literature survey (No. 18)
• scientific article; zbMATH DE number 6258595 (Why is no real title available?)
• On optimal adaptive prediction of multivariate autoregression
• scientific article; zbMATH DE number 4080675 (Why is no real title available?)

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