Estimation of parameters of linear and nonlinear stochastic systems by the method of averaged residuals

zbMath0608.93063MaRDI QIDQ1086541

I. P. Kornfel'd, Sh. E. Shtejnberg

Publication date: 1985

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

zbMATH Keywords

parameter estimateslinear and nonlinear stochastic systemsmethod of averaged residuals

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

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