Adaptive design for estimation of unknown parameters in linear systems
From MaRDI portal
Publication:1582944
zbMath0967.93087MaRDI QIDQ1582944
Rafail Z. Khasminskii, Pao-Liu Chow, Alexander Ovseevich
Publication date: 20 August 2001
Published in: Problems of Information Transmission (Search for Journal in Brave)
maximum likelihood estimator; optimal estimation; linear dynamic systems; asymptotically optimal inputs; Newton-Raphson type estimator
93E10: Estimation and detection in stochastic control theory
93C05: Linear systems in control theory
49N05: Linear optimal control problems
