Consistent estimates of parameters in noisy dynamical systems†

DOI10.1080/00207177708928531zbMath0426.93051OpenAlexW2001378953MaRDI QIDQ3863805

Arunabha Bagchi

Publication date: 1977

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207177708928531

zbMATH Keywords

noisy dynamical systemsmaximum likelihood criterion

Mathematics Subject Classification ID

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

Cites Work

• System identification. A survey
• Prediction error identification methods for stationary stochastic processes
• Consistent Estimates of the Parameters of a Linear System
• Asymptotic Properties of the Maximum Likelihood Estimate of an Unknown Parameter of a Discrete Stochastic Process
• On the Statistical Treatment of Linear Stochastic Difference Equations
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