Parameter estimation in stochastic systems: some recent results and applications

DOI10.1016/S0167-6911(82)80001-7zbMath0473.93065OpenAlexW2571480826MaRDI QIDQ1159175

Vivek S. Borkar

Publication date: 1982

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6911(82)80001-7

zbMATH Keywords

parameter estimationmodel selectionstochastic systemsself-tuninginput selection for identificationlimit sets for maximum likelihood estimates

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Stochastic systems in control theory (general) (93E03)

Cites Work

• Unnamed Item
• On the Milito-Cruz adaptive control scheme for Markov chains
• Adaptive control of Markov chains, I: Finite parameter set
• A new family of optimal adaptive controllers for Markov chains
• Recursive Algorithms for Adaptive Control of Finite Markov Chains
• Adaptive control and parameter estimation in Markov chains: A linear case
• Adaptive Control with a Compact Parameter Set
• Identification and Adaptive Control of Markov Chains
• Asymptotic agreement in distributed estimation
• Parameter estimation in continuous-time stochastic processes

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