On guaranteed parameter estimation of a multiparameter linear regression process

DOI10.1016/J.AUTOMATICA.2010.01.003zbMATH Open1193.93167OpenAlexW2032193757MaRDI QIDQ983198FDOQ983198

Vyacheslav A. Vasiliev, Uwe Küchler

Publication date: 3 August 2010

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: http://edoc.hu-berlin.de/18452/3454

zbMATH Keywords

system identificationdelay analysisestimation theoryidentification methodsstatistical analysissequential identification

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Cites Work

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• Lévy-driven CARMA processes
• Asymptotic inference for a linear stochastic differential equation with time delay
• Sequential parameter estimation with guaranteed mean-square accuracy for unstable linear stochastic systems
• Sequential identification of linear dynamic systems with memory
• On sequential estimation of parameters in semimartingale regression models with continuous time parameter.
• ON SEQUENTIAL PARAMETER ESTIMATION FOR SOME LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS WITH TIME DELAY
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Cited In (8)

• Robust and Nonlinear Control: literature survey (No. 18)
• Sequential parameter estimation with guaranteed mean-square accuracy for unstable linear stochastic systems
• On Optimal Adaptive Prediction of Multivariate Autoregression
• Sequential identification of linear dynamic systems with memory
• A truncated estimation method with guaranteed accuracy
• Non-Parametric Sequential Estimation of a Regression Function Based on Dependent Observations
• Estimation of the number of observations in the sequential parameter identification of dynamical systems
• Title not available (Why is that?)

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