An asymptotically more efficient non-linear state estimation scheme based on the stochastic approximation†

DOI10.1080/00207727708942096zbMath0362.93022OpenAlexW2037100242MaRDI QIDQ4137037

Publication date: 1977

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207727708942096

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Cites Work

On Asymptotic Normality in Stochastic Approximation
Convergence conditions of dynamic stochastic approximation method for nonlinear stochastic discrete-time dynamic systems

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