Sequential version of Newton-Gauss procedure of parameter estimation for nonlinear stochastic systems

zbMATH Open0729.93071MaRDI QIDQ807563FDOQ807563

Authors: E. S. Koneva 

Publication date: 1990

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

Recommendations

• Parameter estimation for nonlinear models - convergence, data and parameter uncertainty, and constraints on parameter changes
• Orthogonal parameter estimation algorithm for non-linear stochastic systems
• scientific article; zbMATH DE number 949732
• scientific article; zbMATH DE number 25894
• On sequential confidence estimation of parameters of stochastic dynamical systems with conditionally Gaussian noises

zbMATH Keywords

stochastic difference equationNewton-Gauss procedure

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Stochastic analysis (60H99)

Cited In (2)

• Conditionally optimal interpolation of random processes defined by stochastic differential equations
• Parameter estimation for nonlinear models - convergence, data and parameter uncertainty, and constraints on parameter changes

This page was built for publication: Sequential version of Newton-Gauss procedure of parameter estimation for nonlinear stochastic systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q807563)