A general Martingale approach to discrete-time stochastic control and estimation

DOI10.1109/TAC.1979.1102084zbMath0422.93086OpenAlexW2157410450MaRDI QIDQ3856549

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Publication date: 1979

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

Full work available at URL: https://doi.org/10.1109/tac.1979.1102084

zbMATH Keywords

estimationsystem modelsdiscrete-time stochastic control

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

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Analysis of an identification algorithm arising in the adaptive estimation of Markov chains

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