Active parametric identification of stochastic continuous-discrete systems obtained by statistical linearization

MaRDI QIDQ5264824zbMATH OpenFDO

Authors V. I. Denisov, V. M. Chubich, E. V. Filippova

Publication date 27 July 2015

Full work available at URL http://mathnet.ru/eng/sjim754

zbMATH Keywords

parameter estimationmaximum likelihood methodinformation matrixoptimality criteriadesign of optimal input signals

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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