Optimal parameter estimation algorithms in identification problems

MaRDI QIDQ1055386zbMATH OpenFDO

Authors Yakov Z. Tsypkin

Publication date 1982

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

zbMATH Keywords

parameter estimationconvergence rateCramer-Rao inequalityrecursive estimation algorithms

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Sequential estimation (62L12) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Cited in

(2)

• Adaptive control of stochastic calculating processes
• Inventory models under uncertainty: An adaptive approach

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