Convergence rates of continuous-time stochastic ELS parameter estimation

DOI10.1109/TAC.1987.1104561zbMath0623.93068MaRDI QIDQ3762200

John B. Moore, Chen, Hanfu

Publication date: 1987

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

zbMATH Keywords

prefilteringcontinuous-timefinite escape timesConvergence (and divergence) ratesextended least squares (ELS) estimation algorithmslinear continuous-time stochastic signal models

Mathematics Subject Classification ID

Related Items (7)

Convergence of continuous time stochastic ELS parameter estimation ⋮ Adaptive boundary control of stochastic linear distributed parameter systems described by analytic semigroups ⋮ LS-based parameter estimation of DARMA systems with uniformly quantized observations ⋮ Stochastic adaptive control for continuous-time linear systems with quadratic cost ⋮ Stochastic linear quadratic adaptive control for continuous-time first-order systems ⋮ Continuous time stochastic adaptive control: Non-explosion, \(\epsilon\)- consistency and stability ⋮ A note on continuous-time ELS

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