Sequential parameter estimation with guaranteed mean-square accuracy for unstable linear stochastic systems

MaRDI QIDQ1310722zbMATH OpenFDO

Authors Victor Konev, Serguei Pergamenchtchikov

Publication date 8 March 1994

Published in Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationstandard Wiener processgiven mean- square accuracy

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Sequential estimation (62L12)

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(9)

• Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable
• On guaranteed parameter estimation of a multiparameter linear regression process
• Sequential Estimation of the Parameter of a Stochastic Difference Equation with Random Coefficients
• Guaranteed parameter estimation in unstable dynamic systems
• A truncated estimation method with guaranteed accuracy
• Parameter identification in linear stochastic differential equations
• scientific article; zbMATH DE number 7607438 (Why is no real title available?)
• On sequential estimation of parameters in semimartingale regression models with continuous time parameter.
• Guaranteed accuracy of linear nonstationary systems in the presence of perturbing processes

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