| Title:
|
On least squares estimation in continuous time linear stochastic systems (English) |
| Author:
|
Duncan, Tyrone E. |
| Author:
|
Mandl, Petr |
| Author:
|
Pasik-Duncan, Bożenna |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
28 |
| Issue:
|
3 |
| Year:
|
1992 |
| Pages:
|
169-180 |
| . |
| Category:
|
math |
| . |
| MSC:
|
60G35 |
| MSC:
|
60H10 |
| MSC:
|
62M09 |
| MSC:
|
93E10 |
| MSC:
|
93E12 |
| MSC:
|
93E24 |
| idZBL:
|
Zbl 0781.93085 |
| idMR:
|
MR1174654 |
| . |
| Date available:
|
2009-09-24T18:31:29Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124586 |
| . |
| Reference:
|
[1] M. Boschková: Self-tuning control of stocharic systems in premence of drift.Kybernetika 24 (1988), 5, 347 - 362. MR 0970212 |
| Reference:
|
[2] T. E. Duncan, B. Pasik-Duncan: Adaptive control of continous-time linear stochastic systems.Math. Control Signals Systems 9 (1990), 45 - 60. MR 1027320 |
| Reference:
|
[3] P. Mandl T. E. Duncan, B. Pasik-Duncan: On the consistency of a least squares identification procedure.Kybernetika 24 (1988), 5, 340 - 346. MR 0970211 |
| Reference:
|
[4] P. Mandl: Consistency of estimators in controlled systems.In: Stochastic Differential Systems (N. Christopeit, K. Helmes and M. Kohlmann, eds.), Springer-Verlag, Berlin - Heidelberg 1989, pp. 227 - 234. Zbl 0689.93059, MR 1236071 |
| . |
