Sequential parameter estimation with guaranteed mean-square accuracy for unstable linear stochastic systems

zbMath0801.62069MaRDI QIDQ1310722

Victor Konev, Serguei Pergamenchtchikov

Publication date: 8 March 1994

Published in: Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationstandard Wiener processgiven mean- square accuracy

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Sequential estimation (62L12)

Related Items (5)

A truncated estimation method with guaranteed accuracy ⋮ Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable ⋮ Unnamed Item ⋮ On guaranteed parameter estimation of a multiparameter linear regression process ⋮ On sequential estimation of parameters in semimartingale regression models with continuous time parameter.

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