A convergent approximation of the continuous-time optimal parameter estimator (Q5288763)

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scientific article; zbMATH DE number 270082
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A convergent approximation of the continuous-time optimal parameter estimator
scientific article; zbMATH DE number 270082

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    A convergent approximation of the continuous-time optimal parameter estimator (English)
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    22 August 1993
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    continuous-time linear stochastic systems
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    likelihood function
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    continuous-time
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