Asymptotic parameter estimation for a class of linear stochastic systems using Kalman-Bucy filtering
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Publication:1954673
DOI10.1155/2012/342705zbMath1264.93235OpenAlexW2044666050WikidataQ58911451 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
Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)
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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 ⋮ Estimation for incomplete information stochastic systems from discrete observations ⋮ 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
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