Consistent Estimates of the Parameters of a Linear System

DOI10.1214/aoms/1177697286zbMath0213.20703OpenAlexW2056955868MaRDI QIDQ5615163

George B. Kleindorfer, Paul R. Kleindorfer, William N. jun. Anderson, Michael B. Woodroofe

Publication date: 1969

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177697286

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)

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