On sequential estimation of the parameters of continuous-time trigonometric regression

DOI10.1134/S0005117916060059zbMath1346.93356MaRDI QIDQ315178

T. V. Emel'yanova, Victor Konev

Publication date: 19 September 2016

Published in: Automation and Remote Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Stochastic systems in control theory (general) (93E03)

Related Items (1)

Confidence estimation of autoregressive parameters based on noisy data

Cites Work

• Fixed accuracy estimation of an autoregressive parameter
• Sequential estimation of parameters of discrete processes
• Sequential estimation of the parameters in a trigonometric regression model with the Gaussian coloured noise
• Drift estimation for a periodic mean reversion process
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