Parameter estimation for partially observed linear stochastic system

zbMath1458.93247MaRDI QIDQ2205066

Chao Wei

Publication date: 20 October 2020

Published in: International Journal of Mathematics in Operational Research (Search for Journal in Brave)

zbMATH Keywords

parameter estimationasymptotic normalitystate estimationlikelihood functionstrong consistencyoperational researchlinear stochastic systemerror of estimationincomplete observationKalman linear filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

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