A note on continuous-time ELS

DOI10.1016/0167-6911(94)90105-8zbMath0792.93085OpenAlexW1995791034MaRDI QIDQ1316087

Lei Guo

Publication date: 14 March 1994

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

Full work available at URL: https://doi.org/10.1016/0167-6911(94)90105-8

zbMATH Keywords

continuous-timecontinuous-time finite-dimensional linear stochastic systemsextended least-squares algorithm

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03) Model systems in control theory (93C99)

Cites Work

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• Convergence rate of least-squares identification and adaptive control for stochastic systems†
• Convergence rates of continuous-time stochastic ELS parameter estimation
• On stochastic equations with respect to semimartingales I.^†
• Stochastic evolution equations