Asymptotic parameter estimation for a class of linear stochastic systems using Kalman-Bucy filtering

DOI10.1155/2012/342705zbMath1264.93235WikidataQ58911451 ScholiaQ58911451MaRDI QIDQ1954673

Yan Che, Xiu Kan, Huisheng Shu

Publication date: 11 June 2013

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2012/342705

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93E10: Estimation and detection in stochastic control theory

Related Items

Parameter estimation for stochastic Lotka-Volterra model driven by small Lévy noises from discrete observations, Least squares estimation for discretely observed Ornstein–Uhlenbeck process driven by small stable noises, A filtering algorithm for maneuvering target tracking based on smoothing spline fitting, Optimal Kalman filtering for a class of state delay systems with randomly multiple sensor delays, Estimation for incomplete information stochastic systems from discrete observations

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