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Convergence rates of continuous-time stochastic ELS parameter estimation - MaRDI portal

Convergence rates of continuous-time stochastic ELS parameter estimation (Q3762200)

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Convergence rates of continuous-time stochastic ELS parameter estimation
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    Convergence rates of continuous-time stochastic ELS parameter estimation (English)
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    1987
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    linear continuous-time stochastic signal models
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    Convergence (and divergence) rates
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    extended least squares (ELS) estimation algorithms
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    prefiltering
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    finite escape times
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    continuous-time
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