Sequential parameter estimation for dynamical systems in the presence of multiplicative and additive noises in the observations

zbMath0582.93060MaRDI QIDQ1069899

Victor Konev, Vjatscheslav Vasiliev

Publication date: 1985

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

zbMATH Keywords

estimationautoregressive modeladditive and multiplicative noiselinear-in-parameters modelsmodified least-squares method

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12) Sequential estimation (62L12)

Related Items (6)

A truncated estimation method with guaranteed accuracy ⋮ On Sequential Least Squares Estimates of Autoregressive Parameters ⋮ Editor's Special Invited Paper: Sequential Estimation for Time Series Models ⋮ Non-Parametric Sequential Estimation of a Regression Function Based on Dependent Observations ⋮ On sequential estimation of parameters in semimartingale regression models with continuous time parameter. ⋮ On Optimal Adaptive Prediction of Multivariate Autoregression

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