Adaptive design for estimation of unknown parameters in linear systems
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Publication:1582944
zbMath0967.93087MaRDI QIDQ1582944
Rafail Z. Khasminskii, Pao-Liu Chow, Alexander Ovseevich
Publication date: 20 August 2001
Published in: Problems of Information Transmission (Search for Journal in Brave)
maximum likelihood estimatoroptimal estimationlinear dynamic systemsasymptotically optimal inputsNewton-Raphson type estimator
Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Linear optimal control problems (49N05)
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