Fixed-gain estimation in continuous time
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Publication:1332523
DOI10.1007/BF00994915zbMath0806.62017MaRDI QIDQ1332523
László Gerencsér, Zsuzsanna Vágó
Publication date: 31 August 1994
Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)
strong approximation; stochastic integral; linear stochastic system; continuous-time stochastic system; estimation with forgetting; fixed-gain parameter estimation error
62F12: Asymptotic properties of parametric estimators
62A01: Foundations and philosophical topics in statistics
60G10: Stationary stochastic processes
93E10: Estimation and detection in stochastic control theory
Cites Work