Sequential identification procedures for the parameters of dynamic systems

MaRDI QIDQ1169441zbMATH OpenFDO

Authors Victor Konev, Serguei Pergamenchtchikov

Publication date 1981

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

zbMATH Keywords

parameter estimationsequential identificationstable autoregression process

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Cited in

(5)

• Successive identification of the random-parameter linear dynamic system
• On sequential estimation of parameters in semimartingale regression models with continuous time parameter.
• Confidence estimation of autoregressive parameters based on noisy data
• Truncated sequential estimation of the parameter of a first order autoregressive process with dependent noises
• On sequential confidence estimation of parameters of stochastic dynamical systems with conditionally Gaussian noises

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