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Optimal parameter estimation algorithms in identification problems

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Publication:1055386
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zbMath0519.93064MaRDI QIDQ1055386

Yakov Z. Tsypkin

Publication date: 1982

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


zbMATH Keywords

parameter estimationconvergence raterecursive estimation algorithmsCramer-Rao inequality


Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Sequential estimation (62L12)


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Inventory models under uncertainty: An adaptive approach ⋮ Adaptive control of stochastic calculating processes



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