The relevance of stochastic calculus to cross correlation identification methods

DOI10.1080/00207178008961062zbMath0429.60058MaRDI QIDQ3866879

David J. Wright

Publication date: 1980

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178008961062

zbMATH Keywords

stochastic differential equations; identification methods

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

93E12: Identification in stochastic control theory

Cites Work

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