Optimal performance criteria in identification problems

MaRDI QIDQ1050962zbMATH OpenFDO

Authors Yakov Z. Tsypkin

Publication date 1982

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

zbMATH Keywords

optimal loss functionoptimal mean loss identification criterion

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Analysis of variance and covariance (ANOVA) (62J10) Robustness and adaptive procedures (parametric inference) (62F35) Measures of information, entropy (94A17) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Cited in

(2)

• Analysis of robust stochastic approximation algorithms for process identification
• Inventory models under uncertainty: An adaptive approach

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