scientific article; zbMATH DE number 3805400

MaRDI QIDQ4749708zbMATH OpenFDO

Authors Arunabha Bagchi, Vivek Borkar

Publication date 1981

zbMATH Keywords

maximum likelihood estimatesparameter identificationsample path-wise limit sets

Mathematics Subject Classification ID

Sample path properties (60G17) Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12) Data smoothing in stochastic control theory (93E14)

Cited in

(2)

• Parameter estimation in stochastic systems: some recent results and applications
• Joint online parameter estimation and optimal sensor placement for the partially observed stochastic advection-diffusion equation

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