Global identification of continuous-time-systems with unknown noise covariance (Corresp.)

DOI10.1109/TIT.1982.1056501zbMATH Open0488.93059MaRDI QIDQ3950429

Jitendra K. Tugnait

Publication date: 1982

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

zbMATH Keywords

global convergencemaximum likelihood estimatesunknown noise covariancefinite parameter set

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12) Stochastic systems in control theory (general) (93E03) Model systems in control theory (93C99)

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