Convergence results for continuous-time adaptive stochastic filtering algorithms
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Publication:585159
DOI10.1016/0022-247X(83)90038-0zbMath0523.93057MaRDI QIDQ585159
Publication date: 1983
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
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Related Items (8)
Recursive parameter estimation for counting processes with linear intensity ⋮ Convergence of continuous time stochastic ELS parameter estimation ⋮ Recursive approximate maximum likelihood estimation for a class of counting process models ⋮ On necessary conditions for the existence of finite-dimensional filters in discrete time ⋮ Analysis of an identification algorithm arising in the adaptive estimation of Markov chains ⋮ Consistency property of extended least-squares parameter estimation for stochastic diffusion equation ⋮ Recursive identification in continuous-time stochastic processes ⋮ Adaptive control of Markov processes with incomplete state information and unknown parameters
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