Fixed-gain estimation in continuous time

DOI10.1007/BF00994915zbMath0806.62017MaRDI QIDQ1332523

László Gerencsér, Zsuzsanna Vágó

Publication date: 31 August 1994

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

zbMATH Keywords

strong approximationstochastic integrallinear stochastic systemcontinuous-time stochastic systemestimation with forgettingfixed-gain parameter estimation error

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Foundations and philosophical topics in statistics (62A01) Stationary stochastic processes (60G10) Estimation and detection in stochastic control theory (93E10)

Cites Work

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• On the martingale approximation of the estimation error of ARMA parameters
• Parameter identification in infinte dimensional linear systems
• On a class of mixing processes

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