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How to deal with parameter estimation in continuous-time stochastic systems - MaRDI portal

How to deal with parameter estimation in continuous-time stochastic systems (Q6046515)

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scientific article; zbMATH DE number 7684516
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How to deal with parameter estimation in continuous-time stochastic systems
scientific article; zbMATH DE number 7684516

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    How to deal with parameter estimation in continuous-time stochastic systems (English)
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    11 May 2023
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    least-squares method
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    instrumental variables
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    Kalman filter
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    equivalent control
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