scientific article; zbMATH DE number 4021358
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covariance matricessystem identificationdynamical systempositive definite matricesupper boundpositive definite functionsLyapunov function methodKantorovich inequalityparameter estimation in linear models
Point estimation (62F10) Inequalities involving eigenvalues and eigenvectors (15A42) Determinants, permanents, traces, other special matrix functions (15A15) Miscellaneous inequalities involving matrices (15A45) Quadratic and bilinear forms, inner products (15A63) Identification in stochastic control theory (93E12) Commutativity of matrices (15A27)
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