On the consistency of a least squares identification procedure in linear evolution systems

DOI10.1080/17442509208833767zbMath0760.60059OpenAlexW2006483662MaRDI QIDQ4018638

Bozenna Pasik-Duncan

Publication date: 16 January 1993

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509208833767

zbMATH Keywords

stochastic differential equationleast squares estimatesconvergence of parameter estimatesstochastic delay time system

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Least squares and related methods for stochastic control systems (93E24)

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Identification and adaptive control of some stochastic distributed parameter systems ⋮ Adaptive estimation for nonlinear systems using reproducing kernel Hilbert spaces

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