Application of the method of stochastic approximation to the estimation of the parameters of a nonstationary Poisson flow

MaRDI QIDQ800876zbMATH OpenFDO

Authors N. N. Nikitin, A. A. Snegovoj

Publication date 1984

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

parameter estimationconvergencerecursive algorithmnonstationary Poisson flow

Mathematics Subject Classification ID

Sequential estimation (62L12) Stochastic approximation (62L20) Estimation and detection in stochastic control theory (93E10)

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(8)

• scientific article; zbMATH DE number 3911533 (Why is no real title available?)
• Asymptotic properties of estimates of trend parameters in measurements at random times
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• Use of asymptotic methods in estimating the intensity trend parameters of a nonstationary recurrent flow
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