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

MaRDI QIDQ807563zbMATH OpenFDO

Authors E. S. Koneva

Publication date 1990

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

zbMATH Keywords

stochastic difference equationNewton-Gauss procedure

Mathematics Subject Classification ID

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

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

Cited in

(2)

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

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)